Open up your local.xml or any xml file that you are using with your theme. Add the following bit:
<customer_account_create> <reference name="customer_form_register"> <action method="setShowAddressFields"> <param>true</param> </action> </reference> </customer_account_create>
You will notice a code in the register.phtml file found here: /app/design/frontend/base/default/template/customer/form/register.phtml
This is the condition that shows the customer address related fields in the customer account creation page.
Also, you can copy into your theme and edit the register.phtml file to modify the layout of the address form.