Changing boot screen

When windows XP loads up, you get the windows logo displayed and a loading bar below it...

i want to know how you go about changing this screen to something else...

http://www.themexp.org/how_install.php

Towards the bottom they talk about boot screens...

Just one word of advice though, I tied changing my boot screen and my system didn't like it at all. It would boot up but after the boot screen, nothing would happen, just a blank screen. So BE CAREFUL and don't do anything unless you can afford to lose everything...

I have, however, been changing my Logon screens without any problems though.