[villagetinker]

I believe that you initially set a password when you first setup the computer. As far as I know, all of the recent versions of Windows work similar to what you are describing. This is a security feature to stop or greatly limit the ability of someone else to use your computer, or gain access to any sensitive data on it.
If you really do not want this security, I believe that you can go to the 'user accounts' and eliminate the password from your account. This should eliminate your problem.
I do not suggest that, as anyone finding your computer would then have access to EVERYTHING.
Personally, I use 1 password of the power on password, and a separate password for the windows password. Most of the time when I open up the PC I just need to enter the Windows password, if sufficient time has elapsed for the machine to shut down or hibernate, that I have to enter the power on password first.
Hope this helps.