Found this after a little googling...no idea if it works...
How To Enable Automatic Logon in Windows 2000/XP Pro With a Domain System
A: To enable auto logon in Windows 2000/XP with a domain system, you need to edit the registry. Start Regedt32.exe and locate the following registry key: HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon; Enter your domain name, account name, and password, using the following values : DefaultDomainName, DefaultUserName, and DefaultPassword. (NOTE: The DefaultDomainName and DefaultUserName values may already exist.) .
If the DefaultPassword value does not exist, create it. To do so: On the Edit menu, click Add Value; In the Value Name box, type DefaultPassword; In the Data Type box, click REG_SZ.; Click OK; In the String Editor box, type your password. Click OK and save your changes. (NOTE: If no DefaultPassword string is specified, Windows automatically changes the value of the AutoAdminLogon key from 1 (true) to 0 (false). This disables the AutoAdminLogon feature. This behavior also occurs if the DefaultPassword string is specified but the password is left blank or null.)
1. On the Edit menu, click Add Value. Type AutoAdminLogon in the Value Name box. Click REG_SZ in the Data Type box. Enter 1 in the String box. Save your changes.
2. Quit Regedt32.exe.
3. Shut down Windows and turn off the computer.
4. Restart your computer and Windows 2000. You should be able to log on automatically now.