Grub is basically the same thing as burg. It's just more appealing looking. Here's what I recommend:

Goggle: grub customizer

It's a Linux program. I figure your on Linux if you have grub2, and by the fact that your on a Ubuntu q&a site. Anyway, that is pretty easy to install.

Once it is installed, open it up. In one of the drop down menus, there is an option that says "change environment". Click. Where it says grub2, deselect that and select burg. Hit okay. Now go to file>install to mbr. This will install burg to your master boot record. Now you can edit some of the entries if you wish.

Now when you are booting up, and the burg screen shows up, press [t]. Then use the arrow keys, and select an option. To install new themes, listen up.

Download a them via handy-dandy Internet. Go to your computer folder, the to boot>Burt>themes. Here u see lots of folders. Just paste in one of those downloaded themes. If the theme has icons, make sure you put those in the icons folder. You will probably have to edit the burg file for burg to recognize the theme.

You say you have been reading about it. That would infer you know how to read. And type. And google. You should consult this thing know as the World Wide Web before asking here. There are hundreds of tutorials on how to install burg, or the themes, or what burg even is. Sorry chap, but your supposed to do your research first, ask questions later.