I use Tweakui and in it's autologin tab I unchecked it.
http://windowsxp.mvps.org/Autologon.htm has some pictures and more about this. Yes it's about turning it on, but you can use this info to find where to turn it off.
My system is a XP,intel core 2 duo,3.5gb ram.I have noticed that my prompt to enter my password to start my XP program has disappeared. I do not know what happened but i cannot get it back, I've tried a few things ,but no result. could someone out there help me with a course of action to restore that password prompt, for i prefer to have it to prevent unauthorized access. Thanks for your responses.