Preloader question

Hi.

I have a question about a external preloader.
Normally you use a preloader in frame 1 and when its finished it goes to frame 2.

But is it possible, when you have several swf pages, you use 1 preloader who loads the swf you want to go to?

So that when you click a link, he first goes to the external preloader and when the preloader says “yeah, the swf file you asked for is fully loaded” he continues opening the swf file? And this everytime only with another link, but the same preloader?

Hope you guys understand, but i couldn’t find any good tutorial…