is it a bios skin or an XP skin?
If it is a bios boot skin, you need to get a program specific to your BIOS, you need to flash it, then do a rewrite with the picture in it.
For the XP Boot skin you need BootXP to apply the skin.
changing ur boot screens can be dangerous. Errors can f*k up the operating system log in and therefor by by OS, u would have to reinstall at that point. They usually come with a warning when changing them. Star skin was a good program i used to use, now i just stick with the default.