Loading bar for next page while on current page?

Sorry about that title, I’m not sure how to briefly phrase this…

I’ve researched countless tutorials on preloaders but all of them involve showing a blank screen with the loading bar or percentage number until the next page is loaded.

I’d like to keep the current page up and if the user clicks a button for the next page, keep the page up but have a loading bar appear until the next page is loaded. Then, when the loading is complete, the next page appears.

I’ve seen this done on several Flash sites but I’m not sure how to do it. I’d really appreciate some help!!

thanks