If you're talking of the "default" loading bar when you're loading an exported project, you can modify the "HTML5" logo by replacing the image "logo.png" in your exported folder.
For the bar itself, there's no option (yet).
Yet, you can use the "Loading layout" property and follow this tutorial
to make your own loading screen.
(Be aware though that the default loading bar will still display when loading the assets for the loader layout)Kyatric2012-07-22 20:13:28