Well lets get cracking.
First create a new flash document then press f8 to create a new movieclip (MC)
Now create an 100 frame animation exactly of a progressive bar loading or an intro animation or something. Not 99, not 101. 100.
example: 

Yay you made a 100 frame animation, good job. Now make three blank keyframes on the main timeline in the beginning (right click > Insert Blank Keyframe). Highlight the third keyframe and go to Properties. Set the frames name as "start" without the quotations.

Next put your 100 frame animation in the first two frames, make shure they are in the same place in both frames though. Now on both frames add
onClipEvent (enterFrame) {
gotoAndPlay(_root.percentDone);
} under the actions of your 100 frame mc.

Finally in the actions of the first frame add
totalBytes = Math.round(getBytesTotal()/1024);
loadedBytes = Math.round(getBytesLoaded()/1024);
percentDone = Math.round((loadedBytes/totalBytes)*100);
if (_root._framesloaded>=_root._totalframes) {
gotoAndPlay("start");
}
and on the second frame's actions add
gotoAndPlay(1);
Basically:
1. Create a one hundred frame animation in a mc
2. In another mc create 3 blank keyframes
3. Name the third frame "start" without the quotations
4. Put your mc in the first two frames
5. Add the script
example of final product