Press Windows key and R, a command box should appear.
Into this box, the “Open:” field, type control userpasswords2
and hit the enter key.
This should display the “User Accounts” screen, in Windows 7. From here select the user name, in the main table, and uncheck the “Users must enter a user name and password to use this computer.”
A click on the Apply button will open the “Automatically Log On” window. Enter the password, and confirm it, to add the password to the system so that it does not need to be entered during startup.
17-Aug-22: A Windows 10 update has removed this functionality, so on new installs you will not see the checkbox anymore. To re-enable it you need to fire up regedit and then navigate to:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\PasswordLess\Device
Then change the value of DevicePasswordLessBuildVersion
to 0.
Restarting the command will now show the missing checkbox.