Just some thoughts:
Does the background image, and the progress bar have the EXACT same palette? Meaning 16 colors (4bit). All the colors have to be the EXACT same, in the EXACT same places in the palette. I find irfanview great for this task.
Is the gradient you are using part of the background, or the progress bar? I would personally make it part of the background.
Make sure that you are using .jpg (can .gifs be used??) for BOTH progress bar and background.
Make sure that neither image is using ANY transparancy what so ever (including complete transparancy).
Thats really all I can think of. The previews lie to me when I used to make bootskins also. I could have 256bit (whatever 16.7 million colours is

) backgrounds/progress bars look perfect in the previews, and look like sh!t on bootup. Clearly, this was just testing, I knew I could only use 16 color bootskins.
I hope something I meantioned above helps you out. If not, I hope someone else can help you

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Same palette/transparancy I think are the issues...