Preloading question

If you look at this link http://www.kirupa.com/developer/mx2004/transitions.htm you will see that a mainfile is opening external swf files. I want to add preloaders in this exact same file but i dont know how, i tryed some things but it doesn’t work.
I want a simple bar preloader or just a flashing text saying initializing or loading.
Can somebody help me ?