Loading Question

First I want to apologize if this is not quite exactly related to this forum; but in a sense it is (I think).

I am developing a game and would like to be downloaded completely from the browser before the user starts playing the game so they experiense any slow down while playing. However, I don’t want the user to wait for a long period of time. But how do some companies make their flash games without hardly any load time and it’s such a large game? Is there some sort of script that can make the game continue to load the data while the user plays the game without experiencing any slow down?

Thanks