Ok, gheghe .. done it, AS is pretty cool .. never worked with it ..

So shortcut version, i didn't want to reload the flash movie everytime
the user clicked somewhere in the menu.

So this is the code (based on my envirement).

I've put this at the first frame.
Code:
// function for saving the current frame
function saveCurrentframe() {
	LSO.data.currentframe = this._currentframe;
	//trace(LSO.data.currentframe);
}

//create the Local Shared Object
LSO = SharedObject.getLocal("pacman" );

//check content currentframe and do something
if(LSO.data.currentframe != null && LSO.data.currentframe != 350)
  gotoAndPlay(LSO.data.currentframe);
else
   LSO.data.currentframe = 1;

gotoAndPlay(LSO.data.currentframe);
So... I check if the currentframe is empty (not set) or at the end of my movie (frame 350), set it to 1 (so it starts at the beginning) and play the frame, if it's not true, play the saved frame.

The function saveCurrentframe(), has been put on every frame left (counting from 2), copy paste it

Well if someone has a better solution or has some modifications, please reply ..

(Used Flash CS3)

Cheers