If you look at the movie in the link you provided the movie contains a transparent background (you can set this in the HTML tab of the Publish Settings). With a transparent background, if you go to an empty frame it will act as though no movie was there.
Although, if your viewer has the NEWEST (and I mean newest) plugin, this should work on most browsers in a Mac or PC environment, otherwise it will just work in IE for Windows.
Usually these things use Javascript to hide/show a div tag containing the data, I personally don’t think this would be too hard to pull off, but I don’t have the time to try it out either.
Question though… why would you want to make one of these things? They are more annoying than those infamous retarded pop-up ads 
Just wondering…
