There are now four Boot Screen sections. Executables - XP Original, Executables - SP1, Executables - SP2 and Bitmaps. Each has a Windows compatibility chart at the top-right of every page and in the section description so there should be no more guesswork trying to figure out if a given boot screen will work on your system or not.
As more people upgrade to XP SP2, we'll likely archive or turf the executable boot screens as they generally only work on the version of XP they were created for.
If you have SP2 and want to set a custom boot screen, try Inno Logo. There's no OS compatibility issues because it only changes the bitmap so works with all versions of XP including SP2 (it's what I use and I love it). Plus, use our exclusive Boot Screen Bitmap Creator to convert your favourite desktop backgrounds and wallpaper to fully optimized boot screen bitmaps for use with Inno Logo. Bonus!