It is a good idea to wait a minute or so, listening to disk activity before you log right in the first time. Even though it appears as though NT is all the way up, in reality it is still bringing up services such as the web server, etc.
As NT brings up services, they may experience problems. These problems will cause dialog boxes to come up. Write down the contents of the dialog boxes and press OK
After the disk activity subsides, press CTRL-ALT-DEL to bring up the login dialog.