I have just set up a Windows 2000 domain. 
I have pre Windows 2000 clients (ie Win 95 and Win Me).  The Win 95
and Win Me clients are configured to log into the domain, and they do
that fine, prompting the user for username, password and domain.
However, the user also gets prompted with an other login if the
Windows password is different to the domain password.
How can I force Win 95 or Win Me to forget about the Windows password,
just acknowledge and use the domain password and log on to the network
and the computer ?

I had exactly the same problem, its a bit annoying but you can get rid
of it, your just have to change some registry settings. The following
link shows you how to do it

https://www.winguides.com/registry/display.php/124

Hope this helps 

Matt