....too late.
Once more (and last time): you MUST have prepared modified wonlogon BEFORE first safe login after install ended (use floppy).
When you login into XP for the FIRST time on normal mode, maybe this recipe wont work... I did NOT test it.
Go this way :
1) prepare modified winlogon (works with ver 2600)
2) install clear XP (Pro or Home)
3) the *FIRST* login into installed XP *MUST BE SAFE*, login as admin
4) locate windirsystem32dllcachewinlogon.exe and rename it into \"winlogon_orig.exe\"
5) copy modified winlogon into dllcache dir
6) locate windirsystem32winlogon.exe and rename it the same way
7) copy modified winlogon into system32 dir

reboot, all done