You can look them up using your favorite search engine, or have a look here:
http://gnome-look.org/index.php?xcontentmode=160&PHPSESSID=743ed729a6ef2d810dbb041c06224112
or here:
http://www.queervisions.com/arch/2007/04/9_grub_splash_i.html
or here:
http://www.schultz-net.dk/grub.html
Now that you have the splash image, lets put it up there!
Backup /boot/grub/menu.lst
In menu.lst look for the section that lists out the Operating Systems, it’ll be something like:
## ## End Default Options ##
title BOSS GNU/Linux, kernel 2.6.21-1-486
root (hd1,7)
kernel /boot/vmlinuz-2.6.21-1-486 root=/dev/hdd8 splash=silent vga=791
initrd /boot/initrd.img-2.6.21-1-486
savedefault
(… continued)
You need to check the partition mentioned for root, in the above example it is (hd1,7), now paste the following text above ## ## End Default Options ##
splashimage=(hd1,7)/boot/grub/splash.xpm.gz
Remember to replace (hd1,7) with the right partition from your menu.lst file.Also remember to replace the filenme with the nme of your .xpm.gz file.
Now, reboot you should be able to see the new GRUB background image at work. 
