In the registry, navigate to HKEY USERS\.DEFAULT\Control Panel\Colors. Change the Background key with the RGB values that you want to change the screen to. The default values are 0 78 152. Log off for the changes to take effect.

Why change the logon screen? we have two XP machines connected to a KVM switch and each serves a different function. I need to let the user identify the proper machine before they log on and this provides an easy way to do so.