In Windows NT 4.0, you could implement tip 004 » Bypassing the WinNT logon prompt.

In Windows 2000, those registry entries only apply to the first logon. To enforce these entries for subsequent logons, you must add the ForceAutoLogon value name to the HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\WindowsNT\CurrentVersion\Winlogon key, and set the data value to 1.