Simple EventListener issue

I have 5 movieClips… each about 240 frames long. My task is to simple… play the clips one after another… then repeat… like a banner ad or something. Seems very simple, but I can’t seem to get it going. I have tried setting an EventListener on the first clip and listening for COMPLETE, but that doesn’t seem to work. Any ideas of how to know when one clip is complete so I can call the next?