I logging into a secure web site on a daily basis using NT
authentication method. Untill now I could set my internet-explorer to
remember the username and password and this made my life easier. After
installing windows XP this feature ("remember password") doesn't work.
The checkbox is there but it looks like it is ignored. Any ideas?
p.s - The problem does not exist when I work with Mozila - I prefer using IE though.

Have you tried getting all updates from windowsupdate.microsoft.com?

Hope this helps :).