First of all Download a resource hacker form the net. it is actually a free software. just click on the link to download resource hacker
now the main thing u have to do is :
1) go to "C:\WINDOWS" and there copy the "explorer.exe" and paste it on the desktop and rename it as ur name. for example: "sagar.exe"
2)now open the resource hacker that u have downloaded earlier.
click on file menu select open.
from the open menu select renamed file for example : "sagar.exe"
now from left side of resource hacker select "String Table" and then folder "37" then select select "1033" on clicking this some text will appear on right side of the resource hacker.
on the right side u will see some thing written as "start" now what u have to do just put ur name in place of start.
now compile it and save it.
3)Now cut the renamed file i.e "sagar.exe" from ur desktop and paste it in its original path. ie "C:\WINDOWS".
4) Now select "start menu" and then open run on that type "regedit".
5) On regeditor select "My Computer\HKEY_LOCAL_MACHINE\SOFTWARE\microsoft\Windows NT\Currentversion\Winlogon"
now on the right side of the regeditor doubleclick "shell" then chane the "value data" as the modified file {for example:"sagar.exe"} and press ok.
6) Now restart ur system. u will feel gr8 to see ur hand work.