You may be confusing 2 types of bootloaders. First there is SYSLINUX http://syslinux.zytor.com/ and and it's sub-project ISOLINUX. It is a bootloader that is typically used to boot from CD. Then there is grub or the GRand Unified Bootloader which is typically used to boot from hard drive. Most live CDs used SYSLINU/ISOLINUX to boot from CD. Some use grub to boot from CD. Both SYSLinux/ISOLINUX and grub provide their own different methods of a boot-time logo.

If you intend to change the boot logo of a ISOLINUX Live CD like Knoppix then you must follow the steps outlined here http://www.knoppix.net/forum/viewtopic.php?t=19054. As for grub a good place for grub boot logo info is http://ruslug.rutgers.edu/~mcgrof/grub-images/.

boot.msg is the file that displays the text at the bottom of a Knoppix boot screen:"Press keys F2 or F3 for help and boot options."

If you want to change
knoppix dma screen=1024x768
into
my-live-cd dma screen=1024x768
Then you must edit isolinux.cfg and change "knoppix" to "my-live-cd"

I checked the Ubuntu 5.04 live cd and it too uses syslinux/isolinux to display a boot logo.

I hope this helps.
James