Click Start - Run, type in REGEDIT, then click OK.
Click the + in HKEY_LOCAL_MACHINE - Software - Microsoft - Windows - CurrentVersion - Network.
Click directly on Real Mode Net to expose its entries in the right pane.
Right-click an empty space in the right pane, then click New - Binary Value.
Type in AutoLogon, then press the Enter key.
Right-click this new entry, then click Modify.
Type in 00 00 00 00 (all zeros), then click OK.
(Note: If the AutoLogon entry is already present, right-click it, click Modify, change the value to 00 00 00 00, then click OK)
Close the registry, then reboot.
The log-in box should no longer appear.
(Note: This works for both 98SE and ME)