How did thay do that?

I’m new in flash, and find excellent flash on NIKON page.
http://imaging.nikon.com/products/imaging/lineup/d60/quic_tour/index.htm

My question is:

In a few words, how they import new “layers” (1-12 steps) to the existing background with preloaders?

I tried to do something like that, but without success

Thanks in advance