"remember Username And Password" Option Disappeared?

I've reinstalled my computer with Windows XP SP2 instead of Windows 2000.I used to have a "remember username and password" in Windows 2000 that I no longer see.For example, when I now log in into MS Messenger, I need to reenter username and password with each login, and the check box that I used to have in W2K is gone.Another example, is web sites. I have username and password for certain web sites. Now that the check box is gone,I need to reenter the credentiald with each log in.In the new login windows, there is only a drop down list with a user icon next to the username field.But this drop down list is empty.