Unable to associate my Passport with my Windows Account

[Rich]

I'm running Windows XP Pro and Messenger 6.1. Every time
I sign in to Messenger I use the Passport Wizard to
associate my Passport account with my Windows logon.
However, my Passport is not saved and I have to reenter
my logon/password every time I sign into Messenger.

I have "Allow automatic signin when connected to the
Internet" checked as well as "Automatticaly run Messenger
when I log onto Windows'.

Also, I checked the User Accounts applet in the Control
Panel and looked in the Advanced Tab/Manage Passwords and
nothing is stored there.

Thanks in advance for any suggestions.