BURG is a bootloader just like GRUB (the screen that you see after booting your machine where you choose which operating system to boot) besides that it comes with a graphical environment that you can choose themes for instead of the usual black screen with a few lines on it.
To install BURG you need to add the appropriate PPA...
sudo add-apt-repository ppa:n-muench/burg
..., update your sources...
sudo apt-get update
... and finally install it:
sudo apt-get install burg
Your boot menu will look different the next time you reboot your machine. If you need help configuring, press F1 to get a list of shortcuts that will help you. To change themes, press F2. You will still be able to access the classic styled menu with one of the shortcuts.
What is burg bootloader?