First of all download your favorite Windows XP Logon screen from DevianArt.com
1) Now go to Start –> Run… and type regedit
2) In the registry editor window go to
hkey_local_machine -> software -> microsoft -> windowsNT ->
current version ->winlogon(click here)
3) Now on right side locate UIHOST
4) Right click it and select modify and give the path of the .exe logon screen or theme (NOTE:: The default is logonui.exe) from your computer and click OK. That’s it! You’ve successfully changed logon screen in Windows XP.
To check click “Windows key + L”