Large SWF File Loading

hello;
I have a large website. The main flash site is fat and loads fat content as well. So I need a preloader or progress bar in the main flash site so that it shows the progress bar while it loads. after it loads, it should go and load a default file into a movieclip in the middle of the site.

What would be the best way to do this?
I never know where to add the action script for these loaders.

So I need a progress class or something that I can import into my library for a clip to show the progress for that clip, for the main site and then I will be loading other movies as portions into that site.

I also would like to create more than one instance of the same movie once I load the movie once.

any ideas or sample code?
thanks
-pete