When the RO client is started, a warning is displayed with the heading "READ BEFORE PLAYING", and the player is given two buttons, "OK" and "Exit".
Clicking either of these buttons will have the same effect - the dialog is closed and the user is prompted to enter username and password.
It's my understanding that clicking the exit button there should actually exit the game (ie, they've read the warning and decided not to play), and only "OK" should lead you to the un+password entry dialog.