hello there.
i cant help you with this since i don't know how can i do that, but i have a comment for you
I click on your last link and i show a website without header. I was bored waiting for flash header to load.
If i would like to make a flash header with animation and menu, i would do 2 flies. The fist swf plain, with the menu only, and a link somewhere (inside the swf not in the page) like "intro" or something like that. If someone want to see the animation, he will press the intro link, and then you will load the second swf with the animation first and your menu at the end.
In my opinion this is the right way to do it because not all people wants to wait to load an animation.