%windir%\System32\NToskrnl.exe : To change Windows Boot screen
%windir%\System32\Logonui.exe : To change Windows Login Screen
%windir%\System32\MSgina.dll : To change the text & background of Shutdown dialog box
%windir%\System32\Shell32.dll : To change a lot of things, like Progress dialog box (copying, deleting, etc.), Run dialog box, Context menu items, and many other things (As much as you'll go through the items, you'll know what I'm talking about)
%windir%\System32\Netshell.dll : To change flashing internet icon in system tray
%windir%\System32\Stobject.dll : To change volume icon & some other icons in system tray
%windir%\System32\mydocs.dll : To change My Documents icon