Example:
Make in Flash 4 different Button and call the movie menu.fla and menu.swf for editing.

Then make in the same Windowd where you created the Menu the Motion file "motion1.swf and fla motion2.swf and fla" and go on, dont forget delete the Background in all motion movies,its important that the background is in the menu!

In the menu.fla you can make movie called motion.
In in the first frame you make a "stop"
In the second Frame you call with loadmovie you motion.swf on frame

Example frame1:
stop();

Example frame2:
loadMovieNum("motion.swf", 2);
stop();

Example frame3:
unloadMovieNum(2);

Then you drop the movie in the parent movie and give an instanz name "motion"

Now you start to give the actions on each button.
Example:

Change on every button the red marking with this action u call the movie you want.

--------------------------
on (press) {
Telltarget ("motion"){
gotoandplay(2);
--------------------------

Button 1 "motion"

on (press) {
tellTarget ("motion") {
gotoAndPlay(2);
}
tellTarget ("motion1") {
gotoAndStop(1);
}
tellTarget ("motion2") {
gotoAndStop(1);
}
tellTarget ("motion3") {
gotoAndStop(1);
}
}

at least, use this action script for loading different movies so the mivie will be smaller and you have better overview for maniging big Flash movies!