Or you can build your own logon application and then rename explorer.exe to logonsucess.exe, then you place your own logon application instead of explorer.exe
Startup logonsucess.exe when the user has suceed logon in your application.
Make sure to disable CTRL+ALT+DEL in your logon application.
(you may need to rename your application to templogon.exe, place it in system dir, open a dos window (cmd.exe or command.exe), then exit explorer.exe via task manager, then in the dos window browse to the system32 dir, and then "ren explorer.exe logonsucess.exe". after that, "ren templogon.exe explorer.exe", then you are set! your logon application will load instead of explorer.exe)
Then you use autologon on the standard logon.