Although GRUB 2 replaced the older GRUB 0.9x (currently known as 'GRUB Legacy'), the latter still is the default boot loader on some distributions, like Debian 5.0 for example.
The splash screen for GRUB Legacy is an XPM image which appears as a background when you select which OS to boot. For those who are tired of the default splash screen, here is a short tutorial on how to change it.
First, download some splash screens from here (or Google some). Each splash screen comes as an XPM image archived as a Gzip file. Once you downloaded the desired splash images, copy them inside the /boot/ directory, or create symbolic links in this directory which will point to the actual location of the files. For example, if you downloaded the file tenerife.xpm.gz inside your home directory, you can type as root (and replace USER with the actual username):
cp /home/USER/tenerife.xpm.gz /boot/
Or, to create a symbolic link to it:
ln -s /home/USER/tenerife.xpm.gz /boot/grub/tenerife.xpm.gz
In Ubuntu (pre-Karmic releases, since Karmic uses GRUB 2 by default), use one of those, with the user password:
sudo cp ~/tenerife.xpm.gz /boot/grub/
sudo ln -s ~/tenerife.xpm.gz /boot/grub/tenerife.xpm.gz
The next step is to edit the /boot/grub/menu.lst file, and tell it to use the newly downloaded splash image. For this, add a line which looks like this inside the file mentioned earlier (don't forget to edit it with root privileges):
This will tell GRUB to search for the file tenerife.xpm.gz on the first partition of the first hard drive. Save the file and restart the computer.