In Win9xME if you cancel your windows/network login (even if you don't have a network) any of your saved passwords are not remembered.
If it keeps happening and you can't save the password then you will have to kill your password file.
Reboot to dos and do a dir *.pwl in the c: \windows dir
You should find a version of your user name and the suffix .pwl
Delete that file and restart.
All will (should) return to normal
MAx