Personally I would find the file named "Internet Explorer Wallpaper.bmp" (without the quotes) in the C:\Windows directory and delete it. This should leave you with a blank start up/shut down screen. If You want you can then find a picture that you are happy with and set it as Explorer wallpaper. this picture will probably be your new start up/shut down screen.
[size=16]"If you are unsure about deleting items in system folders do not mess with them."[/size]
There is a way of separately editing your start up/shut down screen but I'm afraid I can't remember it. If it comes to me I'll try to post it.
I hope this helps
Regards
Pete