Loadmoviie smoothly?

After reading Kirupas great Complete Flash Site tutorial, I have played around with many ideas and have come to the realization that I have one thing missing from making my site flow.

How is it that on the more advanced site, when you click a button, it goes into this whole elaborate animation before going to the page/movie you select.

Whereas on mine/the kirupa tutorial when I click a link it just kinda goes poop and shows the next page?