When you right click on your computer, and go to properties you will see a logo of the company that built your PC, (EX: Dell, Gateway). If you did not have one there to start with (built your own) how do you place one there?
This is done with OEM builds of Windows XP. OEMs are sent special authoring kits which allow them to customize certain features of the OS. You would have to use a third party program or obtain an OEM authoring kit to do it.