Theft alarm continues to sound (no Windows logon password)

Symptom
When you start the computer, theft alarm start to sound. You can not stop the alarm by entering your Windows logon password because Windows logo password is disabled.
Cause
Windows logon password is not enabled.
Solution
Enable Windows logon password.
How to enable logon password in Windows XP
  1. Press Win+R
  2. Type in the following command: "control userpasswords2" without quotation marks
  3. Click OK
  4. Highlight your user name and then check the box for "Users must enter a username and password to use this computer"
  5. Click on Apply or OK.
  6. Restart computer.

If you already have logon password enabled, have a problem without turning off alarm see
How do I stop theft alarm when it continues to sound after restarting the computer

See also: Windows XP logo password is a must