Does your game use a State system for the main game loop?

Although I don't use DelphiX for my game, I display a splash screen while my game resources are being loaded, before my main game loop is reached.

If you have a state system then you should be able to do this easily.


Code:
While not quitting
Begin

  Case GameState of
    Intro:
       Blit into image to screen canvas.
       Do Into specific input checks - Change GameState to MainMenu when key pressed

    MainMenu:
       Do main menu stuff
       Do Menu specific input checks - Change GameState to InGame when new game is pressed, or Quitting when Quit is pressed.
    InGame:
       Do Game stuff
       Do game specific input checks - Change GameState to MainMenu when killed or Esc pressed.
    Quitting:
       Render Quitting image
       
       set Quitting Flag to True
  end

Do Generic input checks
Flip surfaces.

end
Hope this makes sense.

My state machine is similar, but a bit more complicated, it uses LastState, NewState and CurrentState sections. It gives me a lot of flexibility.

Hope this helps..

P.S. you might want to put this sort of post in the DelphiX section in future, although this request appears to be for a generic answer... unless you're after DelphiX code.. but seriously, this is so noddy, it won't take you long to implement.