I'm the Only User, I Don't Want to Enter a Password at Logon

Go here: Microsoft PowerToys for Windows XP

Download and install TweakUI, which lets you tweak (adjust) the User Interface of Windows XP.

Go to the section titled "Logon". Click the + to the left; more lines are shown.

Click "Autologon" to select that section. Set the default username and password that you want. Next time you start Windows, these values will automatically be entered.

There are other things you can change in the user interface. It's worthwhile exploring what TweakUI will let you change.

There are other userful PowerToys as well, especially

Open Command Prompt Here -- which lets you open a DOS command box pointing at any folder (useful when you want to delete an undeletable file, capture a directory listing, change attributes of files, etc.).
SyncToy -- useful for keeping two sets of files synchronised.
Alt-Tab Replacement -- displays small thumbnails of open windows when you alt-tab between them.