how can i make a custom one and put it in?

If you mean a bios boot screen like this one, you can not as it is embedded in the chipset.



or like this one, this is possible to do but I cannot see much point in it. Go to this link the author explain how to do.

Change XP Boot Screen

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Wombat's: Bulldozers of the bush...

no i mean like Intel, Dells, Gateway, Compaq and stuff like that
when if first starts up

You can on newer motherboards replace the BIOS full screen logo with a custom image.
Asus calls theirs MyLogo3.
" Personalize your system with customizable boot logo You can convert your favorite photo into a 256-color boot logo for a more colorful and vivid image on your screen. "
They have a built in tool to help with the process.

Also with Asus you can play with the BIOS without the worry of damaging it.
" The ASUS CrashFree BIOS 3 allows users to restore corrupted BIOS data from a USB flash disk containing the BIOS file. This utility saves users the cost and hassle of buying a replacement BIOS chip. "

If you have an Asus mainboard look for the MyLogo3 app. If your board is from a different mfg. read the manual or go to their website to see of your board is capable.
ASUSTeK Computer Inc.

As far as the Windows screens they can be customized also. I like Stardocks products for customization. Although I haven't used their bookskin app for a while, it's popular and well used.
Stardock: BootSkins - Change your Boot screen