<p>Windows has a feature that allows an administrator to perform auto-logon whenever it is started. How can this feature be activated?</p>

Based on the advice, moved the answer to the answers section:
There are tools out there that give you a GUI for setting this easily, but you can also do it relatively easily by editing the registry.
Under the following registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
Add the following values:
DefaultDomainName     String  < domain-name >
DefaultUserName   String  < username >
DefaultPassword   String  < password >
AutoAdminLogon    String  1
Important: Using auto-logon is insecure and should, in general, never be used for standard computer configurations. The problem is not only that your computer is accessible to anyone with physical access to it, but also that the password is saved in plain-text in a well known location in your registry. This is usually used for test environments or for special setups. This is even more important to notice if you intend to perform auto-logon as an administrator.