How do I change defailt windows xp loading screen

What exactly are you looking to change - loading screen can mean different things to different users

I want to change windows xp boot skin

The password logon window or just the screen that shows while getting into windows

You can use tuneup utilities to change the screen to a jpg image of your choice for the screen while windows is booting

This is free for 30 days
TuneUp America - TuneUp Utilities 2009 > Features > Customize Windows