Shoutbox

You should prepend 3 frames to your movie.

It should have an empty movie clip in the
first to the third frame.

The first frame an actionscript should load the
preloader into that blank movie clip.

The second frame of the movie updates the progress bar,
or if the preloader.swf can do it itself, just go on to the third frame.

On the third frame should check whether the movie is loaded or not.
If the movie isn't finished loading, goto frame 2 AndPlay().
Or else let the movie go.