Load MovieClip preloader

I’m creating a site using a windows type interface and cant find any information on how to display a preloader for loading an external movieclip. I want my users to click on a thumbnail popping up a window which the image will be displayed in. The file size for the images are large so I need a preloader (bar) displayed in my window while it will be blank during the loading.
Can anyone tell me how to do so or point me to a url I might find some info?