Hi, matey; welcome aboard.
There are numerous splash screens available; however, you can make your own for your desktop. Use the ctrl-f11 to make your picture and it will be saved as a bit map in your Ubisoft\SilentHunterIII folder.
I have never heard of anybody having a problem with SetKeys. Perhaps your copy is bad; re-download it and re-install it.
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Irish1958
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