I'm just blogging this for future reference, but a few of you may find it useful.
If you're working with a group of rackmount servers (or any computers, actually) that are hooked up to a KVM switch, it can get annoying because you don't know which one you're logging into until you actually login. One way around that (I'm sure there are several others, like a different wallpaper for each login screen, etc) is to add a string named "Welcome" to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogin and give it a value of "- %computername%". That will make your login screen say "Log on to Windows - YourComputerNameHere". There's probably a way to edit the initial login dialog box also, but I don't have any motivation to find one. I know this works on NT Server, 2000 Server and 2000 Professional, but it probably works on XP also.