questions about password protection in window xp

I have set up two accounts in window xp, one administrator and one user. The administrator account is password protected. However, every time when I start the computer, it directly goes into the administrator account without asking for password. If I log out the admin account and need to re-enter again, it will ask for the password. Does anyone know how I can have the administrator account password protected when I start up the computer? Thank you in advance.