This is common knowledge, yet strangely every time I rebuild my work PC (which is too often! Gah!) I try and Google the location of Registry keys and folders and always, always get a bum-steer. So here, have another (bum-steer?) version of this hack on the Net.
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\Background]
"OEMBackground"=dword:00000001
C:\Windows\System32\oobe\info\backgrounds
Call the image "backgroundDefault.jpg"