Loading the main menu

I have set the TSE terrain_water demo as my clean game file. Now it loads the terrain level as soon as you load the exe, I dropped my GUI files into the correct folder and if I'm quick enough I can cancel the level load and it will drop back to my main menu gui but how do I set it to load this first.

Bare in mind I'm an artists with quite basic scripting knowledge hehe.

Cheers