Setup -> Domain Management -> My Domain
Step 1: First, choose a subdomain to register for your organization. Choose carefully, because you can only register a subdomain once for your organization. You can use the “Check Availability” button to see if that subdomain name is available or already taken.
Step 2: Edit “Login Page Settings”
Step 3: Choose a Header Logo (See screen shot #1)
Step 4: Choose a Right Frame URL. You will need to create a URL web page if you don’t already have one that your company uses. If you don’t specify a Right Pane URL page then it will display the SFDC Ads in the right pane until you do this step. (See screen shot #1)
SFDC Online instructions and help:
https://help.salesforce.com/apex/HTViewHelpDoc?id=domain_name_login_branding.htm&language=en_US
Screen Shot #1:

login landingpage setup