I had a problem like this a while ago. I dunno if it's the same cause as yours, but I had to click to login even though I was the only username showing on the computer.

I fixed it by going to my user admin thingy in XP (control panel -> user accounts), and deleted any accounts other than mine. I think something I did a couple days before I noticed this created a new username that would not show on the login screen for god knows why, and after this it never happened again.

Hope this was helpful, though I doubt it...

EDIT: Or do what blackmage_nuke said.