Yoyo.
Well, this is just for those that don't know (cause I only found out today!) how to change their default (Ronaldinho) loading screen player.
On the main menu:
Go to Team Management
Arena Player Selection
Once selected (the player that you want to use), return to the main menu and then save your Squads (or Personal Settings or both).
After saving your background may go black, so return to the Startup screen and your player shall appear ready for shootin'!