Before proceding, you must know that changing your login/boot screen may cause your system to crash or even not boot up. It's not likely though if you use the right site for your downloads.
This is for Windows XP ONLY
Step 1) Download LogonUI Boot Randomizer
LogonUI Boot Randomizer is a logon and boot screens manager for Windows. Works on FAT32 and NTFS file systems.
Step 2) Find a site that has good verified logon/boot screens. (I suggest ThemeXP)
Step 3) After you have downloaded the logon/boot image you want, if its a boot, put the ZIP file in C:\WINDOWS\Resources\Boot - if its a logon put the ZIP file in C:\WINDOWS\Resources\Logon - (You DON'T upzip the files)
Step 4) Run LogonUI Boot Randomizer and select your boot/logon screen and you're done
Problems? Questions? Give me some feedback!