In all Linux machines you will be having a default Login window.If you want to make your machine looks cool then you can change your login window.First download the cool login window packages from
www.gnome-look.org.In that go to GDM themes.Now download the login window themes you needed.Then In your linux Machines go to the menu panel in that
System->adminstration->LoginWindow(***Note this path is applicable in Ubuntu for other Linux flavours seach it in the system settings).Now you can drag and drop the packages into the Loginwindow Preferences Window and you can select which theme you needed.
In the figure i have dragged and dropped my login theme into the login preferences or u can use install button to configure the login theme

I'd like to note that this 'tutorial' applies only to GDM. KDM, SLiM and the rest all have slightly different methods for doing the same thing (if they support it)