If you are the sole user of your computer it may be that you don't wish to log on with a password each time you turn your PC on. Although this could be a security risk if other people have access, plenty of people did this before Vista.
To disable the log on screen, run netplwiz from the command line to enter the User Accounts dialog box. Click on the username you wish to automatically log on to Windows and then untick the "users must enter a username and password to use this computer" box.
You will then be prompted to enter the password of this user twice, allowing Vista to confirm the password and bypass the logon screen in future.