How to change mouse speed of the login window?
If you are saying that you would like to set the mouse tracking speed for all users of the system I do not believe there is a way to do that.  Each will have his/her own preference.

If you are saying that when you set your preference and then log out/log in under the same user and unexpectedly find that your preferences are not retained then there should be a fix.

Likely cause ,either:

The the permissions on the preference file are set incorrectly --  This might be fixed in disk utility -- repair permissions. Logout and then login.

or

The permission file is corrupt.  You should move it to the desktop, logout, login and set the permissions. Should stick now.  I believe the preference is stored here:
~/Library/Preferences/com.apple.driver.AppleHIDMouse.plist