If you assign a password to your account, or if you add a second user account in Control Panel, Vista will show you the Welcome screen when Windows first starts.
But it's never a good idea to have any accounts on your system set up without passwords, not so much because someone could break in to your computer while sitting at your desk, but because if you're connected to a network or the Internet, an account - any account - without a password is a big security hole.
The problem with setting up a password, however, is that Windows will then prompt you for the password every time you turn on your computer, which can be a pain if you're the only person who uses the machine. Fortunately, there is a rather easy way to password-protect your computer and not be bothered with the Welcome screen.
1) Open the alternate User Accounts window by opening the Start menu, typing control userpasswords2 in the Search box, and pressing Enter.
2) Select from the list the username you'd like to be your primary login, and then turn off the Users must enter a username and password to use this computer option.
3) The Automatically Log On dialog will appear, prompting you to enter (and confirm) the password for the selected user.
4) Click OK when you're done. The change will take effect the next time you restart your computer.
Note that these steps won't affect your ability to log out and then log in to another user account. Furthermore, this is not a temporary setting; if you log out and then log back in, you'll be logged in automatically the next time you restart Windows.
Log In a User Automatically in Vista
This isn’t just for Vista but XP aswell
This is general Windows knowledge.