Several ways to do this: A. B, or C. You will have to go into the Registry and it goes without saying you want to backup your registry before doing anything.
A)
1) Right click on the desktop (assuming you are logged on!) and then select "Properties" from the Menu.
2) On the resulting window select the "Appearance" Tab then click the "Advanced" button.
3) On the next window select "Color 1" then "Other".
4) Now on the new window select a color you like and note its RGB as shown in the bottom right hand corner of the new window.
For example the shade of Lime Green: R68 G240 B81 or simply 68 240 81
5) Once you have your RGB values you can close down all the open windows.
6) Now navigate to:
HKEY USERS\ . DEFAULT\Control Panel\Colours.
7) The default value should be: 0 78 152
You can change this now to your chosen RGB value.
The changes will not take place until you log off.
B)
Open your registry and find the key below
Modify the value named 'Background' according to the color you would like in RGB (Red/Green/Blue) format. For example, "0 0 0" for black or "255 255 255" for white, and every other color in between.
Restart Windows for the change to take effect.
User Key: [HKEY_USERS\.DEFAULT\Control Panel\Colors]
Value Name: Background
Data Type: REG_SZ (String Value)
Value Data: 0 0 0 - 255 255 255
C)
Get the little tool that will also help you do it.
http://windowsxp.mvps.org/logonbg.htm