Until now, one had to find a 3rd party app to change the logon screen, but MS has enabled the customising of the LogOn UI. Now this tweak is initially turned off, the intention being that the OEM can activate and put their own image in (can you just imagine a dirty big DELL logo facing you every time you boot up??).
Now this is a two step process.
1) Load up an elevated (as Admin) Regedit and navigate to the following entry:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\Background
look for the entry "OEMBackground" The defaualt value is set to "0", or off. Double-click on the entry and change value to "1"
Now you may need to log-off and then back on to activate.
Alternatively, this site demonstrates how to activate via the Group Policy Editor
2) Before selecting your image, you'll first likely need to create the folder it is going to sit in, as follows:
C:\Windows\System32\oobe\info\backgrounds
Now the info I originally found here suggests creating a series of sized images. Personally I found that any but the "backgroundDefault.jpg" named image was ignored by Win7, so my advice is to just stick with that. Image also has to be no more than 256 kb in size, but if Win7 being finicky, compress a little below that.
Enjoy :)
NB: If you drop in your new image, into that newly created file directory and Hmmm - same old Windows Logon UI - load up regedit again and just make sure Windows didn't switch ot back off because the directory didn't exist at the time. Should stay on from then on.
NB: Updating GPU driver can also switch off, so again, just switch back on :)