textLoad

Step1: Create the first frame of your loading sequence on the first frame of the layer.

Step2: Create all the next frames of the loading sequence.

Step3: Create a new layer.

Step4: One frame ahead of your last loading sequence on your new layer start creating or place your actual movie.

Step5: Give this frame a frame label of animation.

Step6: Click on the first frame on the first layer > actions.

Step7: Copy and paste the following code.

ifFrameLoaded ("animation") {
    gotoAndPlay("animation");
}

(This says that if this particular frame has loaded, go to it)

Step8: Click on the last frame of your loading sequence > actions.

Step9: Copy and paste the following code.

gotoAndPlay(1);

(This goes back to the first frame)

Step10: Go to Control > Test Movie.

Step11: Now press Ctrl+Enter.

Well done!