While you're at it, many XP systems have a blank Administrator password - some people say this is OK since you need to have physical access to the system in order to login as Administrator.
Strictly speaking this isn't so, it may be possible to login as Administrator remotely, so it's a good plan to give Administrator a password. Mix uppercase letters, lowercase letters, and numbers to get a secure password.
Best plan is to use a passphrase that is easy to remember, like "A Hostage 2 4Tune".
And if you want to delay the baddies a bit more, change the name of the Administrator account to something else, like inode_Buddha.
PS: It's not only OK, but advisable to write passwords down - just don't keep the list on your desk. Keep a couple of copies in non_obvious places.