in the first frame add this:
_root.bytesLoaded = _root.getBytesLoaded();
_root.bytesTotal = _root.getBytesTotal();
_root.percentLoaded = Math.round(100*(_root.bytesLoaded/_root.bytesTotal));
_root.percentLoadedText = _root.percentLoaded;
_root.bar.gotoAndStop(percentLoaded);

in the second frame add this:
if (_root.percentLoaded==100){
 gotoAndPlay(3);
}else{
 gotoAndPlay(1);
}

in the third frame add this:
stop();

now make a white rectangle, then make a rectangle with no border, convert it to a movie clip, then tween it so it gets bigger, then once you've done that move that rectangle into the white rectangle so that it looks like the rectangle is filling