flash actionscript:

Well, tere are lots of ways to do that...
Basicly there are two functions you use:
getBytesLoaded();
getBytesTotal();
The values these functions return can be interpreted as you desire:
for example you could calculate the persentage loaded and display it in a text
field, or set the width or a clip representing the loading bar to create the
"fill" effect...
There is also a built-in component in Flash MX that does all this for you...
(but frankly, I have no idea how to use it, since I never have!)