I wasn't thinking clearly here. Of course, logon scripts don't come into effect until the user has logged on so this avenue is pretty useless. It looks like you're stuck with your registry hack or maybe TweakUI, from the
Microsoft Power Toys range.
Another method:
In the Start>Run box, type
control userpasswords2 followed by enter.
Uncheck "Users must enter a user name and password to use this computer" and hit "Apply". In the "Automatically Log On", window that appears, enter the password. OK out of it all.