1. Ok, first you can change the theme. But before you download any theme, UX.dll theme patcher. But you have to download the right UX.dll theme patcher for your service pack. Then download UX.dll theme patcher for free and patch it and reboot.
2. Then, you can download any themes and change them. There will be a readme in any theme file you download. Of course, readme is a instruction which tells you how to use the theme.
3. You can change boot screens and logon screens by downloading styleXP. You can customize your Theme, Boot Screens, and Logon Screens by downloading sytleXP. I will list the options of what you can customize your PC with styleXp. Icons, Themes, Visual Styles, Backgrounds, Logon Screens, Boot Screens, Transparency, Cursors, and Screen Savers.