XP introduces the option to have a password hint, which is useful in a workgroup (this option isn't available in a domain). To set a password hint, perform the following steps:
Start the User Accounts Control Panel applet (Start, Control Panel, User Accounts).
Select the account for which you want to add a password hint.
Click Change the password.
Enter your password in the two locations; in the bottom area, type your password hint.
Click Change Password.
These hints are stored in the registry under the HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Hints\[user name]\(Default) key, and you can change them there as well.