Changing XP

changing the logon screen

Matrix style

Macintosh style

IceAge style

good old C64 style

Go to belchfire.net or ThemeXP.org and download any nice logon screen
unzip the downloaded file
rename the .exe-file in something different from "loginui.exe" (so you still have the original for later usage)
copy this new file to C:\WINDOWS\system32
start regedit.exe (press Windows + R and type regedit)
goto
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
double-click on UIhost and change the name of the .exe to the desired one

changing boot screen

dangerous!

Go to belchfire.net and download any nice Boot screen
unzip the downloaded file
rename the .exe-file to something like "myboot.exe" (so you still have the original for later usage)
copy this new file to C:\WINDOWS\system32
Edit C:\boot.ini

[boot loader]
timeout=30
default=multi(0)disk(0)rdisk(0)partition(1)\WINDOWS
[operating systems]
multi(0)disk(0)rdisk(0)partition(1)\WINDOWS="Microsoft Windows XP Professional" /noexecute=optin /fastdetect

Copy the last line and paste ist below.
Add /kernel=myboot.exe to this line
change \WINDOWS="Microsoft Windows XP Professional" to \WINDOWS="My test boot screen"
So now boot.ini looks like

[boot loader]
timeout=30
default=multi(0)disk(0)rdisk(0)partition(1)\WINDOWS
[operating systems]
multi(0)disk(0)rdisk(0)partition(1)\WINDOWS="Microsoft Windows XPProfessional" /noexecute=optin /fastdetect
multi(0)disk(0)rdisk(0)partition(1)\WINDOWS="My test boot screen" /noexecute=optin /fastdetect /kernel=myboot.exe