Yeah, that's the custom BIOS menu activated through playing
Puyo Puyo Fever, and I believe someone figured out a way to upload your own custom backgrounds into the VMU once that custom BIOS is active.
The startup animation ("Dreamcast" and the spiral logo) is hardcoded, however - it's not a video clip, it's drawn in realtime and you cannot change it. Theoretically you
could if you were to physically replace the BIOS with a hacked one... but I doubt we're going to see anybody do that anytime soon.
