Transitions b/w Loading Movies

I am trying to create a transition b/w my movies as they load-u know something to keep the people entertained while it does its thing . …! But I cannot figure out how to do this. I tried the tutorial on this website and I cannot get it to work. Are there any other sources I can look at or can someone explain how i should create a transition file and make it play on the main index page of my site (which already contains some movieclips in separate layers) while the next movie loads in the emptyclip?

Right now my index file only has two frames: One that contains a preloader and another that has about 7 or 8 layers (about 4 of which contain movie clips for an intro).