Are you running a full UI theme in Winterboard? If so, there's probably a default loading screen hiding in there somewhere. IIRC, individual app loading screens are usually found within the app bundles. The default one I have is in its own folder at the top level of the theme hierarchy, it's named Fallback. The file for an iPhone 5 is named
Default-568h@2x~iphone.png (on iOS 6+--the file name probably differs by iPhone model). If you've got the same thing, rename or delete, and respring.
After respringing, most of them should be gone. Any that remain are probably hidden in the app bundles (Safari, for example, has it's own on the theme I'm looking at.)
Edit--rereading: if you want it to *show* for the messaging app or bitesms, the default loading screen may not cover it. Try adding a copy of the file into the app bundle; for Safari, the file name is the same, and I'd imagine that's true for others.