Is it possible to change this picture:
http://www.betaarchive.com/imageupload/ ... .25953.JPG
The one in the red outline thinggy.Thanks.

yes i would think so if you edit the shell files

It can be changed. More Details :
User Resource Hacker to replace bitmaps in "msgina.dll".
This DLL can be found in "X:\WINDOWS\System32", replace X with your drive letter where is XP installed.

I changed but...the computer cannot start reporting ntosknrl was corrupt.I tried restoring the old dll but useless.the screen was blank.(luckily this is a VM)what should I do now?

When does it hangs while booting?
Maybe you can try a fail safe boot and try System Restore.
Probably it will crash before you get there, but give it a try.