(for new users to windows 7 - old hands will know this already of course).
If you are the normal / only user of a machine / the user who uses it most you can STILL keep your password but you can enable the Auto logon which will bypass the initial User logon screen where you have to enter a password. Log On Automatically at Startup
1) Menu ==> Run (or press Windows + R keys)
2) enter control userpassword2
3) click advanced
4) unclick users have to enter a password box
5) enter your user name and password at the box
(You can go the other way too -- click advanced and you can enforce users to press CTRL ALT DEL to logon).
You can still lock the computer of course etc where your password needs to be entered etc - nothing changes there - only the logon.
This can be fine if you need some services to start after you've logged on and you need to RDP remotely after your machine is re-booted.