There is a Windows start up screen included. It's complicated to explain how to install this manually so I'm including a link to a great little free program that will give you much easier control over your start up and shut down screens. It is ZDNet's Logo Manager for Windows 95. Once you install that you can click on Control Panel, Display, Logo (that will be a new tab) and then browse for the new start up screen where you saved it.

Please unzip all of the files that are included into C:\Program Files\Plus!\Themes, where C is your hard drive. If you don't have Microsoft Plus! then I can't help you. You should be able to install the theme by going to Control Panel, Desktop Themes and then browse for the file in your themes folder.

Good luck. I hope I explained it well enough. You can contact me if you're really lost.

One last thing. If you downloaded and unzipped Logo Manager and you can't seem to get it to work properly then try downloading this fix and unzip it in the same place you saved Logo Manager.