This isn't what was on show at Madison, but if you read further down it says that the brothers bought Goya's disaster of war prints and reappropriated them. Personally, I think it is unacceptable to take Goya's prints and use them like a personal coloring book. It's disrespectful and childish to me. Some artists are just jerks and I fear the future of the art world when artists get off on using shock values inappropriately to cause a fifteen minute stir in the art world.
Jake and Dinos Chapman are influential British artists who, along with some of their contemporaries, came to the attention of American audiences when they appeared in the exhibition Sensation, which showed works from the Saatchi collection at the Brooklyn Museum in 1999 2000. The Chapman brothers disturbing contributions to that exhibition were sculptures of androgynous adolescents, whose in-your-face sexuality tested the mores of museum goers.

chapman

In 1999, Paragon Presspublished the Chapmans eighty-three print set, Disasters of War. The set refers to a series of prints by Goya which bear the same title, Desastre de la Guerra. The prints were not published until 35 years after his death, probably because they include satires on contemporary figures. Goyas series also records in considerable detail the atrocities and heroism of the Peninsular War between Spain and France waged 1808 1814. Though it contains the same number of prints, some of which refer directly to Goyas series, the prints in the Chapman brothers series do not attempt to recapitulate Goyas series and instead treat Goyas prints without reverence or restraint. [A portion of this set will be on display at the Chazen.]
Some more examples of their portfolio are atParagon Press

chapman

In 2003, the brothers sold another complex war diorama (of wartime atrocities laid out on a swastika-shaped pedestal) and used part of the proceeds from the sale to purchase their own set of Goyas Disasters of War series. They then painted deranged clown and puppy faces over all of the visible faces of Goyas figures. The result, which they entitled Insult to Injury, caused a scandal among critics offended by what the Chapman brothers called their rectifying of the prints. Jake Chapman defined their sense of the meaning of rectified as being the same as when the word was used in the movie, The Shining, when the butlers trying to encourage Jack Nicholson to kill his family, to rectify the situation.---more from the Guardian