1. make a new layer at the top.
2. In that layer, draw a rectangle that covers the entire stage and convert it to a movieclip.
3. right-click the rectangle and choose actions. Add this actionscript:
getURL("whatever.swf","_self"); // or gotoAndPlay(index); or whatever....
4. Close the actions window.
5. select the rectangle and in the properties inspector, choose the color down arrow and select alpha....drag the alpha slider to make it 0.
6. publish the movie and entice people to click on your highly annoying banner (just kidding).