Well, it isn't quite as easy as it turned out. It seems a recent update had done something to the security policies that made the option for auto login disappear. A quick search in Google shows that this option can be restore by resetting the security policy as follow:
- Press Windows-X to bring up the menu
- Select Control Panel
- Click User Accounts and Family Safety
- Click User Accounts
- If your security policies are non-standard you will see a link "Reset Security Policies" at the bottom of the left column. If the security policies are default you will not see this link. Click Reset Security Policies
- You will see a confirmation box.
- Press Windows-R
- Type control userpasswords2
- The check box should be there, uncheck the box and select your login information
- Note that it now defaults to your local account - if you login with a Microsoft account don't forget to enter that email address in the user name.