To answer your question, yes there is a way for Windows to auto-connect. Once your SSID is hidden and you can simply add a new network connection and manually type in the SSID (since it is not going to be on the list of wireless networks). After you are able to successfully connect to your wireless network, you can simply tell it to always connect when network is in range. What version of Windows are you using? I can try to give you specific details on how to do all of this if you want.
However, to actually SECURE your network, you should enable WPA or WPA2 (AES is better than TKIP) on your wireless network. Hiding your SSID only makes me spend 10 extra seconds....Keep in mind that the wireless security mode has to be supported on all of your wireless adapters, so use the highest one that is supported.