check out this place:
themexp.org
I don't know how advanced you are, but Ive done it with a few of theirs...
click through their list of logons till you find one you like, if you like it you're done.
If you want to change it, such as the background and such, you can use a program, wich is listed there under "build Your Own" called ResHack, or resource hacker. you may want to follow the tutorial on how to change the boot screen, and apply what you learned there to editing the logon you download.
that's how I learned everything I know, however if you are not quite advanced enough to do this, I'm sure that there are other programs out there, but I've never seen any that I really like.
good luck