Here is a good suggestion that speeds up the menus and gets rid of the 5 splash screens when you start up the demo.
Move all the files in C:\Program Files\EA GAMES\Battlefield 2 Demo\mods\bf2\Movies
to C:\Program Files\EA GAMES\Battlefield 2 Demo\mods\bf2\Movies\New Folder\*.*
Then the game will start without the crap flash screens and also the menus will load and play quicker.