Step 1: Open the Run dialog box and type regedit

Step:2

HKLMSOFTWAREMicrosoftWindowsCurrentVersionAuthenticationLogonUIBackground.

If the key does not exist, add a new DWORD value with the name OEMBackground.

Step: 3 Double click on the entry OEMBackground, and change the value from 0 to 1

Step: 4 Open C:windowssystem32oobe.

Step: 5 create a new folder named info, and open it.

Step: 6 Create a new folder within info named backgrounds.

Rename your desired wallpaper as backgroundDefault.jpg and place it inside the folder backgrounds (images must be less than 245KB in size).

Other Way

First download the free application  here,  run it.

Change Logon Screen” lets you browse to a new image, "Test” will bring up your logon screen