XP bootscreen (splash screen) is contained in the ntoskrnl.exe file is an executable file . While your computer boots , XP executes this file, which is present in C:WindowsSystem32 directory, which displays the bootscreen graphic. So, if you want to modify your bootscreen, replace your existing ntoskrnl.exe file with the one you just downloaded

to check that the downloaded bootscreen file is properly working you have to do this activity in safe mode. If you are in Safe Mode Windows File Protection will not be a headache for you.