the easiest way if you only want fadein fadeout transitions would be to place a large sprite on the top layer of your game and gradually change its opacity with .setOpacity(), if you want to make the more fancy transition then i would probably do an init with the states for example:
// 1. super init first
if ( !CCLayer::init() )
state = CCUserDefault::sharedUserDefault()->getIntegerForKey("state");
//when you want to replace the scene
sameScene = Splash::scene();
note that i haven’t tested this, just what i would do to achieve something like this, there might be an easier way tho.