HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\Background
DWORD (32-bit) Value: OEMBackground = 1 (Hexadecimal Base)

Create a new folder in C:\Windows\System32\oobe named Info and then create a new folder in Info named backgrounds. Your image should be less than 256 KB and it should be named backgroundDefault.jpg.
Put your image in C:\Windows\System32\oobe\Info\backgrounds and reboot your computer.