The easiest way to do it is to download bootxp which can be found at http://www.bootxp.net/ They will tell you where you can find different bootscreens and there are also boot screens available at http://www.themexp.org/ Its pretty easy to figure out.

You can also change the boot.ini file and a nice tutorial is here.. http://mypage.bluewin.ch/swissboy7/ReadMe.htm

Youll have to scroll about halfway down the page until you see a sectioin with the title Method boot.ini, its pretty easy to do.