Loading bar help?

Its something I havent bothered to figure out until now. The loading bar at the beginning of most flash sites. I just dont get em, I dont know where to start on creating one. Is there someone out there who could give me a link to a very detailed toturial of how to make one, and what its used for. And being Im not very good with big words, id prefer one with a lot of pictures.

Skyler

please do a search on this site for preloader there are several articles about this. Several.