Help! (Yep, I'ma newbie!)

1

I am a amateur web developer (been doing it off and on for about a month). I’ve finished my first website (http://www.bordelondesign.com) and have started work on my second design which i want to be much cooler. I wanted to know how does this site http://www.ziggystudio.com/v1/main.htm transition through the movies (seperate i guess). I want to decrease load time in my next movie and I guess I should split them up but i don’t know how to transition between movies like that fluidly. Please help or point in me in the direction of it