Hello there
I was looking for a way to change Boot Screen on Windows XP SP2,
I've seen some programs do the job but I want to know how to do that manually ?

More information is needed. What are you referring to as the boot screen - the Windows XP startup logo with progress bar, or the logon desktop/welcome screen, etc. What do you want to change/modify?

Windows XP startup logo with progress bar <- that's what I mean,
If there is a way for changing welcome screen when you logon I want to learn that too

I am sorry for my bad English,

I am sorry for my bad English
Hadn't noticed...

Customizing startup/boot logo Option A:

Create a 640x480, 16 color, bitmap image to your liking, name it BOOT.BMP, and place in your Windows installation folder.
Add the switches "/bootlogo /noguiboot" to your operating systems entry in the BOOT.INI file.

Customizing startup/boot logo Option B:
Hack the ntoskrnl.exe file with a resource editor and place your desired images in the file. This option is beyond the scope of this forum. Numerous walkthroughs for this method abound on the Internet and YouTube. Google to find them.

Customizing logon desktop/welcome screen:
The registry entries controlling colors, wallpaper, screensaver, etc. are under HKEY_USERS\.DEFAULT\CONTROL PANEL and HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon. Microsoft offers a TWEAKUI Powertoy utility (http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx) to simplify setting these entries. There are numerous walkthroughs on the Internet for adjusting these settings as well. Again, Google is your friend.