Smooth pre(component+loader)?

Hello, i want to make a preloader like the one one

it’s something like this:


1- Declaring all the external SWF’s that its going to use the interface. i think it’s xml and if that’s the case: could you suggest a lame tutorial for a newb like me? and if that is possible using flash and AS can you suggest a tutorial (not so lame =P) or a clue of how it’s done.
2- Indicating when the files have been loaded
3- How can i implement a “Smoothing” for the preloader, i mean, no bumps on the numbers or the scrollbar size, sometimes the “indicator” jumps from 1 to 50 to 100 instead of displaying trough all of the numbers.

I think thats all. Thanks in Advance.