Um, your description is not complete. You turn on PC and the dialog window (?) pops on the Windows log in window or before the Windows can be loaded? Seems you are coming back from standby mode when it ask for your password. If you never set any, just press "enter".
If the PC is off and you can see windows loading, press F8 to get into safe mode. Most cases the safe mode password is not set and you can gain the true ad power there.
Can't turn off? ... XP and Vista log in window allows you to turn off, are you using W2K?