I suck at writing guides but here is how you do it..
Run Win7PE but leave Post Config, Create Iso, and virtual test unchecked.
When Win7PE is done running open "Windows 7 boot updater"
With windows 7 boot updater open goto Options > Select Windows Folder
Select: C:\WindowsPESE\Target\Win7PESE\Windows
Or where ever you installed windowsPESE to those sub directories.
Do your modifcations in Windows 7 boot updater and hit apply.
Next go back to Win7PESE and go over to Apps > HD Tasks > MBR > Blackice
Click launch
Click the BCD tab then Other BCD file. Select C:\WindowsPESE\Target\Win7PESE\Boot\bcd
Click Professional mode. Under Application object select Win7PESE and change "Application Path" to \windows\system32\winload.exe
Now close out blackice. Go back to Win7PESE and select Finals > Post Config
Click "Create new target image and iso"
Your done and now have a custom boot screen.