We use that technique in the skin of some of our sites. It's just a cosmetic change, though, and has no effect on security since anyone will be able to navigate to /secure/login.aspx and attempt to log in anyway.
It sounded like you want to deploy your entire site, including the skin folder, from development to production? Since I'm writing this I'll just add that I think that's not a very good workflow to use. The best policy, IMO, is to keep your production site as the master, and periodically wipe and rebuild development from that master copy. This way you can avoid any issues with test data being put into production accidentally. This would be an even bigger problem in sites with multiple content editors (like ours).
I hope that helps,