Step 1: Windows Login Screen
Once you have one of these two programs you can either download already made "Skins" for your login screen, or you can make one yourself. If you want to just download one, then follow this link here for LogonStudio XP, here for LogonStudio Vista, or here for BootSkins. If you want to make your own, the easiest way to do it is to use LogonStudio.
Step 2: Making Your Own Login Screen
Step 3: Customizing Your Desktop
Step 4: Downloading Flash Games/ Finding Their URLs
Step 5: Start Button
I know there is already an instructible out there for this (I would include a link, but I couldn't find it) but I am going to post how to do this anyway. You will need to download Resource Hacker in order to do this. Once you have downloaded it open it up and go to file--> open. Open C:/WIndows/explorer. Now on the left hand side of the screen go to String Table and then the number "37" and then "1033". You will find that there are a couple of lines of code on the right side of the screen now. It should look like this:
LANGUAGE LANG_ENGLISH, SUBLANG_ENGLISH_US
579, "There was an internal error and one of the windows you were using has been closed."
581, "This operation has been cancelled due to restrictions in effect on this computer. Please contact your system administrator."
590, "Hiding your inactive notification icons..."
591, "To see the hidden icons, click this button."
On the first line where it says start, put anything you want between the quotes and it will show up on your start button. Just make sure you put something there because if you dont you will screw up your registry. (Thats Bad) Now click file-->SaveAs and save the new file as explorer2, this way if you mess something up you will still have a copy to go back to. Now for the hard part. Type control + R and then in the box that should show up type regedit. A screen should come up called registry editor. On the left hand side of the screen you want to go to H_key Local_Machine then Software then Microsoft then Windows NT then Current Version then Win Logon. Now there should be a bunch of text on the right hand side of the screen. Scroll down to shell and one of the names should be "Shell" with data called "explorer". Before you do this next step make sure you have read to the end of this page and completely understand how to do this. Right click on the shell row and select modify and type explorer 2.exe. Once you have done this you have to end the current process of explorer through Task Manager. Before you do this read through this to the end as this step will close your task bar your icons and everything else on the screen except for Task Manager. Once you have ended the "explorer" process click on the new task button on Task Manager. Now type in explorer2.exe into the new task text box. If you did everything right whatever you changed your start button to should be there. If something happened and you have no task bar or anything, then dont panic. All you have to do is go and end the explorer2 process and go to new task and start the original explorer process by typing explorer.exe into the new task text box.