This is the message displayed on the Classic Logon box, not the XP 'Welcome' logon screen.
NOTE: Making changes to the registry can cause serious harm to your computer if done incorrectly. Always backup your registry before making any changes.
In the left hand pane navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\ CurrentVersion\Winlogon
Right click on the white region of Regedit's right hand pane, click New, and then click STRING Value
Enter LogonPrompt for the name of the new STRING Value and press Enter. The new value should now appear in Regedit's right-hand column.
Right click the new value and choose Modify.
Set the Value Data field to the text you want to see in the message, then click OK.
The copyright of the article Customize Logon Box Message in PC Software/OS is owned by Michael Simpson. Permission to republish Customize Logon Box Message must be granted by the author in writing.