I can't remember if you start your Jeep with the radio off and then turn the radio on while the Jeep is running or if you start your Jeep with the radio already on, but which ever one it is, the security screen will go away. It is a security measure to keep the radio from working if someone steals it. Once the Jeep is on, the radio realizes that it is supposed to be working in that Jeep. I've had this issue when I disconnected the radio to install the LockPick or if I disconnected the battery.
Apparently when the radio loses power, it has to synch with the Jeep internals and your ignition key to determine if it is installed in the correct vehicle. I'm not sure exactly how it works, but starting your Jeep will fix it.