If you are using XP home edition, the in-built administrator account probably does not have a password set. You can boot to safe mode where this account will be selectable at logon. Use it to logon and change the password of any other logon.
To boot in safe mode, keep hitting F8 twice a second after turning on the PC until you get the boot menu where safe mode is selectable by the up/down arrow keys, then hit enter.
If you are using XP professional, try logging on using the built-in administrator account. You do not need to do this in safe mode (though you could if you want). If your normal logon screen is a user icon display hit ctrl-alt-del twice to get to a text
input logon. Enter Administrator as the user name and try a blank password.