XP asked for password that I didn't assign, then rebooted. Should I be worried?

I recently reformatted an old computer of mine and reinstalled Windows XP. After downloading some update from Microsoft’s site (it may have been SP2, but I don’t recall exactly) the login screen asked me for a password that I had not supplied to it. I hit enter a couple times and XP then restarted the computer. I know that it’s bad practice to not supply a password, but the only thing I’ve done so far with the machine is update it through MS’s website and install some trusted applications. My question: Is this known behavior for an XP security upgrade, or might this be evidence that some malicious software is on my system?

Do you have an administrator account set up? Or multiple user accounts? I had a program create an administrator account that caused that screen to start appearing.

Multiple user accounts, only one of which has administrative power. I wasn’t surprised by the multiple-user login screen, just the fact that it asked me for a password.

It always asks for a password, even if you supply none. That’s how the secure start up is.