Loading swf files

If i want to load say 3 swf files into empty movieclips from the main timeline, should i load them one by one in each frame or can i load all of them in just one frame??

I know that i can make a progressbar for each swf in their own swf file but, is it possible to make a progress bar from main timeline for all movieclips togehter, a “total” loading progressbar??