Dynamically Loading Content and Backgrounds?

Hi! I checked the tutorials but am not quite sure if this is a couple combined or what. At this site: http://www.play-central.com/ when you click on the menu buttons, it seems to first load the info/content of the new page in the right hand side, and then dynamically load a background image. I am not sure, are they loading into the main swf, seperate movie clips for the content and then the background is a different movie clip? Or is that an external swf being loaded into it, and if it is, how do they get it to transition like that without wait, etc (im sure there’s a tut. but im not even sure if this is doing that!)? I thought maybe the random background tut. in the MX section might be something similar to this, but i wasnt sure. Any help would be GREATLY appreciated, thanks!!!

Jen