Well the reason I said you can’t load all the movies at the same time is because you said:
When the loading is done, it jumps to the next scene of my main movie, and then I just use the LoadMovie() function to show the external swfs when needed…!?
Which in hence, means that you have not even brought the external movies into flash until they are needed by using loadMovie(). You cannot preload anything that hasn’t been executed yet. You can however load all the movies at the beginning and hide them. That would mean that you wouldn’t use loadMovie() throughout your movie, but instead just make them visible when needed. Do you get what I am trying to say?