All you have to do is save a 16 colors .bmp file named "Boot.bmp" in your windows directory. The palette can be anything, it doesn't need to be the default windows palette.
The second thing, is open your boot.ini (usually c:\boot.ini) file, and add "/bootlogo /noguiboot" to the first line in the [operating systems] section. And you're done.
No third party tool, no palette importing or whatsoever. Plain, simple, safe efficient. Everything should be like that!