What exactly do you want to change?
If you are using the Welcome Screen login, you can change the shutdown and welcome screens by downloading and installing a custom login screen. There are several ways to do it.
If you delete logonui.exe you will get the Windows 2000 style login, if you are lucky. It may well be that Windows will become unusable.
Better go to control panel > user accounts > change the way users login and uncheck 'use welcome screen'. See if you like this better.