I change my desktop with an .xinitrc file in my home directory, something like this:
You just uncomment the one you want to have start when you type 'startx.' trickykid's suggestons may be better, however.
As for the splash logo, If you're using KDE 2 look for the png files in the ksplash directory. On my system they are in /usr/share/apps/ksplash/pics.
If you type 'rpm -qal | grep splash | more' into an xterm or at the command prompt it may help you determine the location of the ksplash files - it did for me.