I just wanted to post another answer since this one didn't work for me
(and it's the same answer I've found everywhere in my search). I
thought it might help someone else.
I have Vista Home Premium, but I don't have the selection of "Users
must enter a user name and password to use this computer." What I have
is an option to select to make it more secure by requiring Ctrl-Alt-Del
before logging on - but that's the closest thing I've got, and that
wasn't what I was looking for.
I was able to get rid of the welcome/login screen in Windows Vista Home
Premium by removing my user password.
I only have one user set up, but I'm sure you have to do this for each
user.
Again, I don't know why I don't have the option, but in case someone
else out there has the same situation, this is all you have to do.