You can do that by editing Explorer.exe file. You might also need a software like 'Resource hacker'(free utility) to make your task easy. Also be sure to make a backup of explorer.exe file and store it in some other file. Now to begin about changing that boring Start button:
1. Locate the Explorer.exe file in C:\Windows and create a backup copy. Now access the original file from Resource hacker.
Locate category String Table and then navigate to 37 and then 1033. (People using classic layout can use 38 instead of 37).
The Right pane will display the code of the stringtable. Modify item 578, which is showing "Start". Change the text Start to the desired text (Do no remove the quotes before and after "Start" text)
Your text should finally look as below:
Now click Compile Script tab above the code pane. Once done, save this new file using Save As command and NOT Save.
Save the file in C:\Windows\inf directory.
2. To modify the registry, go to Start>Run and type Regedit
Locate HKEY_LOCAL_MACHINE\ SOFTWARE\ Microsoft\ Windows NT\ CurrentVersion\ Winlogon
Locate Shell in the right pane and double click to change it value. Now change value data to inf/explorer.exe
Close the regisrty and reboot your system and you should see your name in place of 'Start'.