No matter which desktop background you set in Windows 7: while starting, you will always see the blue default background. You want to style this background as well? Here are the necessary steps to customize the Windows logon screen.
You have to make use of a third-party tool to change the blue default screen: the free “Windows 7 Logon Background Changer”. At its first launch, the freeware shows the blue default background. To change it, click “Choose a folder” and select the folder containing the new background. Then confirm with OK.
In the upper window section, all photos in the chosen folder are listed. Click one of the images to preview how your new logon screen will look like. If you like it, click Apply to save the change. At the next boot and while shutting down, Windows will show the new logon screen.
Free download: http://www.julien-manici.com/windows_7_logon_background_changer