I used to know this. Something about replacing the logo.sys file with the one you want as the startup screen... I wouldn't want to tell you the wrong thing though, maybe someone else *cough*fury*cough* could let you know.
depends on the windows version, that would apply to win9x, but in 2k etc its a bit different, i think its logos.sys or some deviant of the name for 9x, have not done it in about 4 years i'll have a look around.
Startup Logo.sys (only if a custom logo exists, such as Plus! installs; Else it is built in to IO.SYS). C:\
Please Wait... Logow.sys C:\windows
Its now safe... Logos.sys C:\windows