The splash image is copied to the correct location by the Ant "ready-to-run" target if I recall correctly. In any case the failure to find the splash image is not a serious problem.
Regarding junit-4.8.2.jar, AppleJavaExtensions.jar and tools.jar, you should not need to add these to the Greenfoot project's build path as they should already be on the BlueJ project's build path, and the BlueJ project should be on the Greenfoot project's build path. As it says in the guide:
In the projects tab:
* Select the BlueJ project.