I know that my EliteBook 8460p supports a custom boot logo (not the HP one). I read these two posts on how to do so ( 1. HP ProBook custom boot logo, 2. HP Elitebook 8570w custom boot logo) - further links inside posts.
For the custom logo to work you need to create an extra partition (as described in the links), but the normal HP Software is supposed to work on Windows and I just installed Arch Linux (for the first time). It would be awesome, if someone knew how I could achive a similar effect in Arch Linux enviroment...