After logging in your pc you will be getting a screen in your ubuntu machine.Those screens are nothing but splash screens.
we can change the splash screens for that first you have to install the debian package gnome-splashscreens
open your terminal and install the package apt-get install gnome-splashscreen-manager
Now go to the Menu in that System->Preferences->Splashscreens.It will show like this.
Now click install and select the images you want to show as splash screens and activate it.Now just logout and login into your account you can see the new splash screen on login.