You just need to download Resource Hacker and open your explorer.exe w/ R.H. then go to string table 37 and click on 1033. Change the start text and then click compile. Then save as explorer2.exe ( make sure the file type is set to all files and you put .exe at the end of explorer2) in you windows folder and then go into regedit. Go to HKEY_LOCAL_MACHINE, SOFTWARE, Microsoft, Windows NT, CurrentVersion, and Winlogon. In winlogon you want to find the shell that says explorer.exe and change it to explorer2.exe. Then close the registry and log off and on. It should load the new text.
You can download resource hacker here: