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I have not tried this, but in principle its possible. To give you a start, I would suggest that you treat the file theme.html (in your current theme)as your transition page. This will then ne duplicated throughout all pages in your site under that theme.
suggestion: make a backup of your theme.html first, I would also use XSAS as a testbed. Also make csertain that update theme.html files is set to yes in preferences, clear your cache and templates_c folder to ensure you see any changes.
Let me know how it goes and we'll make an FAQ of it
Richard