1. Put dlgsplash into C:\Program Files\Microsoft Games\FS2002\UIRES
2. Click yes when asked if you would like to replace the file with the existing one.
Don't worry, I've included a backup of the orignal.
*NOTE* The backup is the FS2002 std. splashscreen, if you have FS2002 pro. you might want to rename your existing dlgsplash or make a backup.