Ok, for flash, I'm not sure, I don't use it for HTML, however, I have an idea.  If you're talking about a page that says loading... while you're loading up the graphics...I'm not really sure, but it sounds like you could do 1 of 2 things:
1.  Make a popup that says: Please wait while the page finishes loading.
2.  This I consider pretty creative on my part:  You could have a page that says: loading...before the first fold.  And below it, have all the graphics load, so they will be stored in the cache.  Then, after the estimated time you think it takes to load all the graphics, you can have it redirect to the first "real" page in your website.
That way, it could load a lot faster.

A sample "Loading..." page is on this url:
www.artofmonkey.cjb.net
I know you wanted flash, but I was thinking this would work as fine, and wouldn't take as long as flash.

[ July 23, 2001: Message edited by: lethalweapon ]

1.Insert a new scene and call it preloader.
2.Check to see what the last frame # in your movie is.   Keep this in mind.
3.In the Preload scene insert two blank keyframes.  
4.Double-click the first keyframe and assign it the following actions.
'If Frame Is Loaded' and select the last scene in your movie (if you only have 2 scenes select the one that isn't the preloader).  Also, type the last number of the frame you remembered earlier into the 'Frame Number' area.  Then add another action GoTo & Play (which should be inside the If Frame is loaded action) and select 'Next Scene' from the drop down box. That's all for this frame
5.Double-click the second keyframe now.  Add a GoTo & Play action, <current scene>, Frame #1.
6.That is all you need to do as far as the functin aspect is concerned, but you have no image to load so now you can make a image.
7.Design an image... probably the best choice would be a movie clip.  Don't make it too much though as the whole point of a preloader is too make things better for your audience to wait.  After you are done making your image, insert it into the Movie Stage from your personal library.  Insert an extra layer under your "Preloader" scene and drop the MC (Movie Clip) into it at frame 1 just to make things more organized.
For a design you can make anything from a fading text to a bar that 'looks' like it is loading.  Whatever you want can go here.
8.Test your Preloader by going to your Control Menu > Test Movie
 This is a very basic preloader... good luck
  « n2brand »

[ July 23, 2001: Message edited by: n2brand ]