If I set my Windows 7 account to automatically logon so I don't have to type a password, and I don't have to click my username on the logon screen, I heard it's a security risk.

From Windows 7 Auto Login:

Although I don’t personally recommend this, there are some people out there who don’t want to bother with using a password to protect their Windows user account. Of course, using a password in Windows isn’t required, only suggested. But even if you don’t fill one in, you still have to click your user icon to start the login process.

An easier way - although again much less secure - is to enable auto-logins for your Windows PC. This is possible in Windows 7, as it was in prior versions, but it takes a little finagling to do so. (And for good reason, darn it.)

What is risky about it besides people being able to logon locally? Does it make it easier for hackers to logon remoately?