Stackoverflow Question.

loadingMenu.StartLoading += (object sender, EventArgs args) =>
                {
                    if (!_gameActive)
                    {
                        Components.Add(_game = new ParadoxGame(this));
                        _game.Initialize(); //Initializes the Game so that the loading can begin.
                        _gameActive = true;
                    }
                };

//A static event.
ParadoxGame.FinishedLoading += (object sender, EventArgs args) =>
                {
                    _gameLoaded = true;
                };

//The new region for the Loading Screen Update:
if (!_gameLoaded && _gameActive) //This means the game is loading still, therefore the loading screen should be active.
            {
                _gameScreenList[2].UpdateMenu();
            }

//-----This is the ParadoxGame Component Update Method, is it good?

if (DoneLoading) //A private boolean variable.
            {
                GameEngineTEST.Update(gameTime);
            }