1. Make graphic (BMP only)
2. Copy and paste the graphic onto the "scenariobkg.bmp" which is in the main AOK folder. Don't change the size of the scenariobkg.bmp
3. In the appropriate scenario, select the "cinematics" tab, and in there there is a menu named...something...well it implies it is for the starting bmp. Select the appropriate graphic.
NOTE: The actual BMP does not have to be included in the .zip file when you send it to the blacksmith (or anyone), as it is already a part of the .scx/cpx file.