There is absolutely a user account or Windows wouldn't load.
It is impossible without a password to access the share, if it was possible then anyone on your network could access your PC at any time and drop whatever they wanted on your hard drive or remove it just by knowing your IP address/Hostname.
If it is Windows 7 go to Start > Control Panel > User Accounts and make another user via the Manage Another Account link.
After you create it there will be an option to assign a password, that has to be done.