Use chkconfig to make sure that visuallogin is set to on and noiconlogin to off. The icons (SGI RGB format, at least 100x100 pixels) can be placed in the following locations:
$USER is the login name of the user, $HOME the home directory.
Remember, no file extension is needed after the name of the image. $USER is not a directory, but an actual rgb image file with the name of the account that it will use during visual login.