Stardock BootSkin is a program that allows users to change their Windows 2000 and Windows XP boot screens.
Unlike other programs that can change the Windows XP boot screens, BootSkin does so in a safe manner. It doesn't patch the Windows XP kernel. Nor does it require the user to download replacement Windows XP kernels to do so.
This has 2 advantages: 1) Boot screens that use BootSkin are typically under 20K compared to other boot screen programs whose files are over 2 MEGABYTES. 2) There is no risk of having your system unable to boot due to a corrupted file or after applying a service pack.
And best of all, BootSkin is free.