Hiya!
Is this what you mean? When you want to logon to a user account?
Here's a pic:
I know of a program that does this, and much more! It also doesn't need a licence.
It's by 'ObjectDesktop' and it's called 'Theme Manager'.
Take a look here:
Theme Manager
I do recommend you let a program do this though, becuase I think they back-up the original one just incase something dodgy happens. I mean, think about this.... You change the logon screen file, and the file is buggy. One of the bugs is that it doesn't let you logon

How would you logon to change the logon screen back to the original logon screen?
(I must have said 'logon' 50 times

)
There is probably a way to change it through MS-DOS, but who would want to do that?