I highly recommend using the
Gaia Flash framework, it includes SWFObject and incorporates SWFAddress for those Flash URLs and is SEO friendly.
Otherwise the easiest way would be to split the site up into a navigation bar and a content loader. Depending on which button is pressed, you'd load the respective content either as a movieclip from the library or as an external SWF file. You could use something like
Tweener for the script controlled transitions.
What I wouldn't recommend doing would be to design everything on the root timeline and use gotos to jump around, not only will the transitions be unnatural, but load times will be ridiculously high.
This seems to be an recurring question asked in the forums, perhaps i'll write up a tutorial sometime. A site with excellent video tutorials is
gotoAndLearn.
ps. Flash websites usually aren't a good idea, unless you're thinking of creating a Design Agency website, showcasing a product or Photography Studio / anything else luxurious. The SEO capabilites are certainly getting better, however Google is yet about to index dynamically loaded content such as XML which Flash Websites rely alot - the backbone of most Flash websites
Many amateur web designers also like to use Flash to make websites that have poor accessibility, a plenty of unnecessary features, hidden information, pointless intros and animations and ludicrous file sizes; don't make the same mistake - use a more suited technology.