Do you mean the dialog that appears when you click on the Start Button then "Shut Down" or "Logoff"? If so, that is certainly skinnable by WB, though with some limitations.

You'll need to download SkinStudio (free from Stardock) and familiarize yourself with it a little bit. There is a section in SkinStudio named End Session - new images for the ShutDown dialog, Logoff dialog and Please Wait dialog can be set there. Would open a skin in SkinStudio and look around through all the sections, but the End Session section is the one you're interested in.

Just in case, I don't think there is a way to change ONLY those dialogs, leaving Windows Classic or XP Luna style in place - you would need to create a skin that mimics one of those but includes alternate images for End Session.