You guys arnt seeing what he's doing, his method will change the default loading screen to your custom 1, so like if you don't like the default 1 and you want something crazy and cool then there you go, change the default 1.
A way of getting around downloading another program or anything like is to do the follow.
In the import files window where you should import your file, right click your file
In the menu click on "move files"
A windows pops up
It will say "moving 'file name' to: "
Two choices are given, just leave the first one selected, "Existing Path: (Root)
Go to the map info
Click Browse next to 'image:'
The image you want added should be the last choice available when you select browse.