First you will need to install and run BootSkin. Once you have this completed you should see a window that looks similar to the image below.
BootSkin main window
Now you can go and search for some good BootSkins that you can use with BootSkin. You can find them Here for Windows XP skins and Here for Windows Vista skins. There are tons to choose from so I am sure that you will be able to find one that will suit what you are looking for.
After you have found the one you would like to use you will need to go back to BootSkin and go to File > Import From File then you will need to navigate to where the BootSkin file is saved and then click Open. You then need to select the skin that you want to use and then click Apply.
After you have found the one you would like to use you will need to go back to BootSkin and go to File > Import From File then you will need to navigate to where the BootSkin file is saved and then click Open. You then need to select the skin that you want to use and then click Apply.
Skin selected
Now you have your boot screen changed to what you have chosen. If you ever want to change back to the normal Windows boot screen you will just need to select Default System Boot Screen then click Apply. The boot screen that I have chosen to use can be found Here.