How'd they do that? - Loading external content with transitions [renamed]

This is the site: http://www.void.pt/void.php?lng=en

the opening squence i suppose it’s all just movie tweens between files, but how is this thing done, when you click a button, the middle screen/part of the site, has a transition effect, loads, and there is a new page! i know how to do the transitions, and the loading bar, but how do i exactly tell my button, where to load an external movie file!..

basically, i want it when somone goes to the site, the while site opens, there are transition effects, and three different movies open at three different spots on the site…just like it happens at www.void.com when you enter their site, they got the main window, and the botton right and left windows!

Please if someone could give me a helping hand on this i would really appriciate it!!!

-AlBERT