Yep.. you did it.. You upgraded to SP3 for Windows XP, and now you can't configure your computer to automatically login. Here's the easiest way to fix this.
Click Start-> Run
Then type (without the quotes) "control userpasswords2"
Highlight your username in the bottom box, and then just uncheck the box at the top that says:
[ ] "Users must enter a username and password to use this computer"
Click Apply. (Enter your password if you have one) and
Voila (You can reboot to see it!)
Note.. if you ever want to get back to the login screen, just logout.
:)