Link to external movie! How?

I am now working on CD presentation using Flash MX. I want to link to several external movie files [mpeg], which I will place in the same directory. The size of them varies from 3 to 10 mb. Is there any way that I can link them externally without having to import them in Flash. I think MX can do this but so far I have not yet find the way out. Converting those movies to swf and use loadMovie is not the best practice. Anyone experiments this please help. Thank a lot.