animation after loading a movie

hi
u know on some sites when u press on a button and it plays an animation, then loads a movie, then plays animation before the movie shows up. how is that done. like on 2advanced version 2 with the sliding doors, the doors close, it says loading, then doors open again, how do the doors open before the movie is showed? because once the movie is loaded it will display, so how does this last animation with the opening of the doors fit in before the movie shows up?

I haven't looked at 2advanced but I am sure they do it with a preloader. Once the movie is loaded the movie skips to a set frame lable and plays the animation of the doors opening again.