It is generally recommended to get used to using your login and password on sign-in. In fact, under the same netplwiz "User Accounts" dialogue, there is an option under Advanced to force CTRL-ALT-DEL before you even sign in. This was implemented in the past as a result of rootkits and viruses infringing on the system and harvesting Windows logins and passwords for later use by mimicking the exact look and appearance of the login screen. While it was easier before, it may still be possible for an advanced virus to accomplish it in the future. By forcing you to enter your login/password combo each time, the system is preventing unauthorized access AND unauthorized elevation on the same account. You may want to consider leaving it if you have any security concerns, but Ross has the correct answer if you are that annoyed by it.