[AS2] Need help Loading individual levels before you play them to remove 1 long wait

I am currently doing a project which involves quite a large swf file at the end. I was wondering if anyone knows a way that i can easily make it so that at the begging, when first loading up the flash, it just loads the menu and a couple of other frames, but when i go onto play the game, it will load each level just before you play it, so that the player doesnt get bored from waiting right at the begging for a while when they can wait 5 seconds before each level.

Im pretty sure ive seen this done before but im not sure whether it is preparing it in that time, or downloading it. I want it so that there will be a 10-20 second wait for the game to load up, then you go to the menu, press play, loads the next frame, or certain number of frames, you play that level, then it keeps on doing this for all the levels.

If you can help me or link me to a tutorial it will be great. :beer2: