That is one way.
Another way is:
http://www.lombergar.com/free-boot-screens.html
or
http://www.themexp.org/listings.php?type=boot&view=downloads&proddesc=XP%20Boot%20Screens
Yet another option is:
http://www.screenbooty.com/
or
http://mypage.bluewin.ch/swissboy7/ReadMe.htm
Have fun but be aware that if you change your default boot loader you will have to set it back to the original one when installing service packs from Microsoft. (a hint to back up ntoskrnl.exe before going "editing")

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