All depends on their browser, Firefox and Netscape 7 have password manager which will remember and autofill username and password according to URL, if the user so desires. IE does not have the same functionality but it will remember .htaccess passwords. If it is an intranet then cookies might be the way to go.
A lot of programmers worry too much about users objecting to entering a password. People don't mind having to input the password, what upsets them is not being able to use the password of their choice.
As to windows, it's security is soooo bad that anything you can do to tighten it is a MUST. I set up windows to require ctrl-alt-del before login just so that it does not propogate the username. If a malicious person has to hack both the username and the password then it is twice as hard. To bad for my users, they have to work them fingers, but I've never had any complaints. Stop worrying about them and start worrying about your real problem, security. Users will just have to do what you need them to do.