Your initial post isn't very clear when you state "despite not being a stand alone machine"
There are basically 2 types of passwords you can be asked for on startup:
1) Windows password - After a new install of windows you will be asked to enter a password for username: "NAME OF MACHINE" If you leave the password field BLANK and press OK, you will never see this password prompt again. If you enter a password, you will have to enter this same password on every bootup.
2) Network password - If you have a network card installed on your computer along with the client software for windows networks (check in control panel >networks) you will be prompted for a network password every time you bootup. This is the case even if your computer is stand-alone. As the pied piper correctly said, if you press CANCEL on this prompt, then all your subsequent passwords that you had 'saved' by ticking the boxes 'remember password' will be gone. No idea why, but it's the way it is. There is a Microsoft article on this in their knowledgebase.
You have a couple of options to get around this:
a)Enter your network password at bootup and press ok. Now you will be able to store your other future passwords in the stack.
b) Remove the client software for Microsoft windows (control panel >networks) Obviously only do this if you are sure your machine is standalone. If there are problems after doing this, you can always put it back. If you are really sure that your machine is standalone, I would even recommend that you delete the network card software from control panel>networks and then shutdown and physically remove the network card from your machine. - Your PC will boot up much much quicker.
Hope this helps