You create a new page in DNN, either add your flash to the page by using a flash module, or create a skin ascx file just for that page with the flash object already embedded in it, then set that page as the splash page in Admin, Site Settings. You can take one of your skin's existing ascx files and cut all the bits off that you don't need, save it with a different filename and assign that as the splash page skin.

Those are just some general ideas to get started.. what exactly you need do depends on what you know about skinning.

Rob