Your link works great. I do not require my shoppers to login, but when they get to the checkout page, there is a message at the top that says "Login Now for faster checkout". If they click the login link, it will take them to the login form. Once logged in, they are redirected back to the checkout page "when using the code Jason wrote above.
I changed link from :
<a href="https://www.mydomain.com/login/index.php?accesscheck=<?php echo $_SERVER["PHP_SELF"]; ?>">Login</a>