The ScreenManager shows the screens in the order you add them with screens that are added later showing 'over' screens before.
So, the background screen shows 'over' your title screen, and the main menu on top of that.
To get the title screen to show first, add your 'Title Screen' after the Main Menu - it will then be displayed first.
Here is my start sequence.
screenManager.AddScreen(new BackgroundScreen());
screenManager.AddScreen(new MainMenuScreen());
screenManager.AddScreen(new VideoScreen("Video/Intro.wmv"));
screenManager.AddScreen(new TitleScreen("wrath-logo"));
screenManager.AddScreen(new TitleScreen("publisher-logo"));
In this way, the publisher logo is shown first, then when it transitions off the company logo and when that transitions off, a video, followed by the main menu.