In the actions of the first frame of your movie (right click on the frame - actions) put this code:
a = getBytesLoaded();
b = getBytesTotal();
c = Math.ceil((a/b)*100)+"%";
What do they do
a and b do what they say. a find out how many bytes have been loaded and set variable 'a' as that value and b finds out how many bytes need to be loaded (and again sets 'b' as that value)
C works out (A/B)X100 (the percentage loaded) and then the +"%" out side of the maths section adds the % sign to the end of what is shown in the text box (made later)