By default, and for evident security reason, the login password is not saved when the user creates a SAPGUI shortcut.

Procceed as follow to create a password enabled shortcut :

First, register SAPGui shortcut keys and values in windows registry by running command sapshcut.exe -register
Sapshcut.exe is located in the installation directory of the SAPGUI (C:\Program Files\SAP\FrontEnd\SAPgui)

Then via regedit, enter the value 1 in the key :
HKEY_CURRENT_USER\Software\SAP\SAPShortcut\Security\EnablePassword

The sapshcut.exe can be executed in a cmd file  :
sapshcut.exe start -user = MYUSER -pw = MYPWD -language = EN -system-guiparm = SID = "xxx.xxx.xxx.xxx 00" -client = 100 maxgui

Caution: when using the -pw option, it is imperative to put the shortcut in a safe place as it contains password in clear text.

Sapgui Shortcut parameters, Version 620 Build 36

startup parameters:
-version display version information
-edit edit the shortcut via dialog
-register register the shortcut class to integrate into windows
-maxgui let GUI to be displayed in maximized window

logon parameters:
user identification
-user=userid to identify the user. (default is the windows user)
-pw=password to authorize the user
-language=E to set the prefered language

system identification
-system=DEV to identify the sap system
-client=032 to identify the client
-sysname=”DEV [PUBLIC]” to identify the sap system using load balancing
-guiparm=”sapserver 10″ to identify the sap system without load balancing

function identification
-command=”se38″ to set the function to start
-type=Transaction to set the function type
-title=”ABAP/4 Editor” to set the title to be displayed