systmmsg_e.dat with fileedit and you will see some lines... Find out for the loading screen line where shows you the loading screen's content... There you can make your changes .
Good Luck!!!!
If you have still the same problem contact with me via pm with your e-mail address to help you.
seriously? dont post if you dont even know what causes his problem as its a pretty basic issue
on topic:
its a alpha problem, set bAlphatexture(something like that)=True on the texture and compile utx again