Quoted

In Explorer, browse to C:\Windows\System32 and find the file named "ntoskrnl.exe".
Copy "ntoskrnl.exe" to "ntoskrnl.exe.bak", (COPY not RENAME). This way if anything goes wrong...you will have a backup.
Extract the files inside the .zip file you downloaded to a temporary location of your hard drive, but NOT to C:\Windows\System32.
Reboot your computer into Safe Mode (hit F8 before the boot screen appears) or into true DOS mode (from a boot disk)
Browse to where you extracted the files for your new boot screen in Explorer and select the correct file to copy to C:\Windows\System32. If you have SP1 for Windows XP installed use ntoskrnlsp.exe, otherwise use ntoskrnl.exe. IT IS VERY IMPORTANT TO USE THE CORRECT FILE, OR YOUR SYSTEM WILL LOCK UP ON BOOT.
If using ntoskrnl.exe, copy the file to C:\Windows\System32 overwriting the existing ntoskrnl.exe, (which should have been backed up).
If you are going to use ntoskrnlsp.exe, delete ntoskrnl.exe in the temporary folder and rename ntoskrnlsp.exe to ntoskrnl.exe. Then copy the file to C:\Windows\System32 overwriting the existing ntoskrnl.exe, (which should have been backed up).
All done! Reboot your computer as you normally would and enjoy your new boot screen.