I had to RDP to a server several times before this actually started to bother me:
Dell has their own image set as the default background during the login prompt. RDP over the internet enough and the slow loading of the background starts to eat away at you.

It’s a simple registry hack to fix it:

Start – Run
regedit
HKEY_USERS\.DEFAULT\Control Panel\Desktop
Find a key named Wallpaper
Change the key’s data to (None) instead of C:\windows\dellcrap\dellcrapimage.bmp
Close out of the registry editor
Wait a few minutes and it should be gone when you try to login.

This worked on Windows XP and Windows Server 2003.