How to implement loading in one-frame doc-class

I find it hard to make loading for one-frame based Document Class…

As for mutil-frame based architect, I can put the most size to frame 2 or 3, and leaving only a progress bar in frame 1.
But thus I have to extend from the MovieClip class for my Document Class… is that the only way to make a loading ?

so any good ideas for one-frame(Sprite) based Flash apps?