Help with loading movies

Here is my problem. I created a drop down menu and placed it on the main stage in flash. Then I attached the load movie function to a button that I created on the main stage. When this movie loads onto the the main stage, my drop down menu becomes covered by this new movie. I need to have the drop down menu visible when I load the other movie onto the main stage. How do I do this??? Do I have to make a seperte movie with the drop down menu and load this into the main stage also? I know that you can change the level number from 0 to 1 etc. so they stack up correctly. Do I have to do it this way and if so, How do I get the drop down menu to load “ON LOAD”?