You, or someone else who uses that computer, installed the .NET Framework. This creates a few specialty accounts that cause this issue. Just download a copy of TweakUI and you can use it to set up an automatic login, unless you want to do it via editing the registry. Not sure why MS removed this feature in XP, when it was in 2000.
I have a Hp XP Media Center Edition Service pack 2, with an AMD Athon 64 processor, The computer is a Compaq Presario 061, anyway all of a sudden the computer is asking for a password everytime I start it up. When I first got it (which is only a couple months ago) I didn't have to log on at all, it's been just the last week or so??

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic