Many times people prefer to automatically logon to their Windows computers and hence enable auto logon. Sure, if you enable autologon, it is more convenient to use Windows. However, this feature may pose a security risk.
Nevertheless, if you have enabled auto-logon and you press SHIFT to override the automatic logon setting during operating system startup, the Security Attention Sequence (SAS) dialog box still does not appear, then you can request for, download, and apply this hotfix from KB977534. The SAS dialog box lets users enter their own account credentials and therefore override the automatic logon setting that is configured in the registry of the computer.