Draw a rectangular without boundary lines. Open panel Color Mixer. Click on a rectangular in panel Color Mixer and choose linear from the dropping out menu. Create a gradient that your rectangular has been painted over here as shown below:

Make rectangular MovieClip, having chosen it and having pressed F8. Name it "bar", and type choose Graphic. Create a new clip, having pressed Ctrl+F8. Name it "preloader_mc", and type choose movie clip. Draw a zigzag in the first frame. Then pass to 90-th and press F5.

Create a new layer and place it before the first. Insert a graphic symbol "bar" into this new layer. Make so that the rectangular was a little above a zigzag. Arrange a rectangular thus:

Pass on 35th frame and press F6. In the frame drag a rectangular on other party from a zigzag:  

No do the following:

- Go to any frame between the first and 35-th, click with the right button, from the menu choose Create motion tween.
- Go on 40th frame and make its main (F6).
- Inside the frame choose a rectangular and develop it. Modify> Transform> Flip Horizontal.
- Go on 85th frame and make its key (F6).
- Inside this frame choose a rectangular and turn it how it was in the first frame.
- Pass to any frame between 41 and 84, click with the right button, from the menu choose Create motion tween.
- Pass on 90th frame and press F5.

Insert preloader into the first stage:

- Go to the first stage.
- Create 3 new layers.
- Drag a symbol "preloader_mc" from library on a stage. Press F5 in the second the staff.
- Write "Loading" in the first frame of the second layer.
- Copy this code in the first frame of the first layer.

  ifFrameLoaded ("end") {
  gotoAndPlay ("start");
  }

Press F6 in the second frame of the first layer and insert into action this code: 

  gotoAndPlay (1);

The basic clip begin with 3-rd frame. The first frame name start, and last end. 

That's it. Have a fun :)