This is because windows stores your UserName and your password in a file of the *.pwl type.
If you remove this file, ALL logins are lost...
This is the downside of sharing a computer.
Now, you can setup Windows to work with different users. Each and every user will have a login and a password. This way, you will also be able to have a completely individual desktop etc....
And, the *.pwl file is created for every user. This gives you some kind of privacy as other users cannot access your *.pwl file or other parts below your user directory.
Sounds a bit weired? No, actually it is very easy.
Click on START and than on HELP and search for the topic USER, everything is explained there.
Good luck