Assigning a movie clip a depth

Right now, I’m in the progress of making a roster for my school. It can be found at http://www.jefferson.k12.mi.us/Default.aspx?alias=www.jefferson.k12.mi.us/athletics at the bottom of the page.

I’m re-arranging how I have the movie set up (I used to have it in multiple .SWF’s, but now I’m making it into one big movie), but I’ve ran into a snag. I don’t know how to assign a movie clip a depth. The reason this is a problem is that if I were to attach a movieclip (Say Movie1), it would overlap another movieclip’s (Movie2) drop shadow.

Movie2 isn’t assigned a depth because it’s loaded along with the first movie, but Movie1 is assigned a depth when it’s loaded on a click.

So the question is, how can I assign a movieclip a depth in actionscript when the movie loads up.