To change your boot screen in XP, there are two ways to go about it.
Download a new ntoskrnl.exe with the .bmps already altered (around 1-2Mb), see My web page for the download (Easy Option) This is for XP Pro only.....
Or get Resource Hacker and modify ntoskrnl.exe yourself.
Make a copy of ntoskrnl.exe, and put it somewhere safe (in case you want to/have to revert to the original).
Open Resource Hacker, and then select File>Open and select ntoskrnl.exe. On the left of ResHack, there is a directory tree. Open the first folder, Bitmaps. There will be a list of 18 folders, numbered 1 -18. For XP Pro, you'll be modifying 1, 8 and 10.
Open Folder 1. Right click on the green icon that appears, and select "Replace Resource" Point to the 1.bmp included in the zip file. Do the same for 8 and 10.
Save your changes in ResHack (as ntoskrnl.exe!) and exit.
To change to the modified ntoskrnl.exe, boot up in safe mode (f8), and copy your modified ntoskrnl.exe to the Windows/System32 folder.
Reboot.