k this is what you do.
Load the map Maps/FrozenThrone/Scenario/(4)Monolith.w3x, and read the instructions in the Custom loading screen trigger comment in the Trigger Editor. Essentially, you need to export the custom loading screen that Monolith uses, then modify it and import it into your own map.
this is basically what it says there.
If you've played this map, you no doubt noticed that it has a custom loading screen. This was done by importing a modified version of the model file for one of the original loading screens, as well as four TGA images, one for each corner of the screen. If you want a custom loading screen in your map, open the Import Manager and export the 'LoadingScreen.mdx' file, and the four 'LoadingScreen*.tga' files. You can then modify the image files and import them and the model file into your map. Make sure the image files are not under any directory. Finally, select your imported model in the Scenario->Map Loading Screen dialog.
what i did, was make my beautiful pic, and then split it into 4 pieces, 2 being 256x512 pixels and 2 512x512, you have to use the exact mesurements to make it work ( took me along time ) and when you import the files, get rid of the war3mapimport\ by the war3mapimport\LoadingscreenTR, you just delete it. so all thats left is the loadingscreenTR . You do this for all of the 4 loading screens. For more info pm me.
Soon my map will be out 
