I am using Windows-XP professional SP-2
This happens when you have more than 1 user for the machine. Go to Control Panel -> Users. Remove all other users than your administrator account and remove the password from your account if you have one configured. That will solve your problems.
Try disabling the autologon change in tweak-ui. Reboot. Reset the autologon property, reboot and see if it works. Tweak-ui typically has no issue for autologon even with multiple accounts or even domain accounts.