Do you have the "fluffy" type of screen (the one that is colourful) or is it that you have the secure logon - but haven't expanded it (by pressing "Options") to allow you to choose whether you logon to the domain/local account...?
If the "secure logon" box is greyed out, you should be able to see whether the setting is set, enabled or disabled.
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I've seen the light... It was green, flashy and attached to a Network Interface Card...
Whenever someone says "You can't miss it" I invariably do...