While you needed third-party software on Windows XP to change nearly everything but your wallpaper, Windows 7 has made things quite a lot easier. To change your login screen, just create the following two folders:
Then open the Windows registry by typing regedit into a Run... prompt and browse the HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\Background key on the left panel. Click it once and change the value of OEMBackground on the right panel to 1 (if the value is not already present, right-click the right panel and select New > DWORD-Value (32 bit)).
Afterwards choose a picture you want to have as your new login screen. It must be in the .jpg format and its size must be under 256 KB. Copy the picture into the created backgrounds folder and rename it to backgroundDefault.jpg.
Your login screen will now have changed upon your next log-off.