You can do that... but it would be dishonest to just add the image to the screen and nothing else.
The MSGINA program is what does Windows logon and handles sessions. It is pretty secure as-is. If your company wants to play with it, you'll have to either write your own GINA or register an extension with it.
There isn't a whole lot of literature about it online, but what there is is pretty complete. Spend some time on Google.