Please go here - http://www.mbusa.com/microsite/s-class/main.jsp?popup=null

^

I mean when you go to the main page and click "Design" for example, the page
sort of blacks out slowly, loads the page, then slowly it appears. It doesn't
seem as simple as just fading in and out, it seems to be similar to stage
curtains opening and closing.

Do you understand what I'm trying to say?

:-(

Hi,
This is how i learned to do that - http://www.hed.swin.edu.au/design/tutorials/flash/smooth_transitions/index.php
Just adapt it.
Hope this helps.