The Welcome Screen is non-existant in Windows Server 2003, so you weren't prompted to make a new user name upon first boot-up. But worry not, its fairly simple to do, as everything in this guide is! I would like to thank Donald Morris for this new submission, replacing the advanced lusrmgr.msc (Local Users and Groups) completely.
   

Go to Start -> Run -> and type in rundll32 netplwiz.dll,UsersRunDll and press enter. The User Accounts window will appear. Click on Add and then fill in the necessary fields with your User name, Full name, and Description. Click on Next and fill in both password fields as shown here and then click on Next. On the next wizard box as shown here, choose Other and select Administrators, lastly click on Finish!

If you wish for a more advanced configuration, you can always use lusrmgr.msc by running it from the Run box again.

Incase you're wondering, rundll32 netplwiz.dll,UsersRunDll is the same as control userpasswords2


Now that we've set up a personal user account, we want it to autologon without the use of TweakUI. If you don't wish for this feature please skip this step.

Make sure your name is highlighted in the User Accounts window, as shown in the screenshot to the right, and then uncheck the box Users must enter a user name and password to use this computer and then click on Apply. If you did it right, you will get another window asking for the password to use for autologon on your account name as shown in this screenshot here. Fill in both password fields, and you're ready to go!

Now log off and log in with your new account!