Ok, found an easy solution.
1) double click on Files/icons/loading-logo.png (see post from ramones above).
2) in the sprite editor, import your own sprite image.
3) Done!
Now the preloader displays your logo.
NOTE:
1)This is nothing to do with the loader layout which I already have customized.
2) It seems you can use any size of loader icon, doesnt have to be 66px like the original.
Thanks for your help!