Basic Oracle Concepts and Programming Question:

During the installation process, 10g XE will create a special Windows user group called ORA_DBA, and put your Windows user into this group. Any Windows users in this group can be connected to Oracle server with SYSDBA privilege without any Oracle server user account. This process is called connecting the server as SYSDBA with OS Authentication. Here is how to do this with a special form of the "connect" command:

(Log in with the same user you used to install 10g XE)
>cd (OracleXE home directory)
>.instartdb
>.insqlplus /nolog

SQL> connect / AS SYSDBA
Connected.

SQL> quit

So if "connect" is used without user name and password, the current Windows user will be trusted if he/she is in the ORA_DBA user group on the Windows system.