Lets say that the fiurst part of you movie is in a file called first.swf. This is the one that would be in your HTML file. Then whenever you want to load another movie just write...
_root.loadMovie("URL TO YOUR NEXT FILE");
Just make sure that it is the same dimensions as the original. If you wanted to get more technical you could use the the new MovieClipLoader object which makes loading SWFs and JPEGs even better. But the above way is all you need in order to load a new movie.
Lee
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http://www.leebrimelow.com