Guys!
I'll tell u about the files which contains the Text, which is displayed on XP Login Screen like, Welcome, Type your password, To begin, click your user name, etc.
For this, You hv to edit following 2 files:
LogonUI.exe
Winlogon.exe
LogonUI.exe file contains most of the Text entries of the login screen and Winlogon.exe file contains the text, which is displayed when u login/logout the windows, like Windows is shutting down..., etc.
(A.) So first we'll edit LogonUI.exe file:
1.) Open %windir%\System32\LogonUI.exe file in Resource Hacker and navigate to String Table section.
2.) Here u'll find sub-directories, 1,2,3,4,7, in which only first 3 directories 1,2,3 r of our use.
3.) Following r the locations of some interesting Text entries, which u will like to change:
=> Type your password : String Table -> 1 -> 1033 -> 6
=> Please type your password again. \nBe sure to use the correct uppercase and lowercase letters. : String Table -> 1 -> 1033 -> 8
=> You can click the \"?\" button to see your password hint.\n\nPlease type your password again. \nBe sure to use the correct uppercase and lowercase letters. : String Table -> 1 -> 1033 -> 9
=> Did you forget your password? : String Table -> 1 -> 1033 -> 10
=> Turn off computer : String Table -> 1 -> 1033 -> 11 & 12
=> Password Hint : String Table -> 1 -> 1033 -> 13
=> To begin, click your user name : String Table -> 2 -> 1033 -> 22
=> After you log on, you can add or change accounts.\nJust go to Control Panel and click User Accounts. : String Table -> 2 -> 1033 -> 25
PS: "\n" is used to give line break. You can also use it in ur customized text. Also there r many other text entries, that u might like to change. 
(B.) Now its turn of Winlogon.exe file:
1.) Open %windir%\System32\Winlogon.exe file in Resource Hacker and navigate to String Table section.
2.) Here only 105, 106, 110 and 111 r of our use.
3.) Actually String Table -> 106 -> 1033 is only of our use, but if u hv enabled "Extended Shutdown messages" option, then other sections (105, 110, 111) will be of our use.
4.) In 106 section, 1682, 1684, 1687, 1690 and 1691 r the interesting ones. U can change their text with ur desired one. these entries contains the text, like Loading your personal settings..., Saving your settings..., Windows is starting up..., etc.
Following is the text of mine String Table -> 106 -> 1033 section:
STRINGTABLE
LANGUAGE LANG_ENGLISH, SUBLANG_ENGLISH_US
{
1680, "Running logoff scripts..."
1681, "Running logon scripts..."
1682, "Please Wait..."
1683, "Closing network connections..."
1684, "3 2 1 ..."
1685, "Preparing to stand by..."
1686, "Preparing to Hibernate..."
1687, "3 2 ..."
1688, "Preparing to Stand By in order to complete eject..."
1689, "The Active Directory is rebuilding indices. Please wait..."
1690, "Welcome Vishal Gupta..."
1691, "3 ..."
}
You can simply replace urs with the above code. 