var myLoader:Loader = new Loader();

myLoader.contentLoaderInfo.addEventListener(Event.INIT, initListener);
myLoader.contentLoaderInfo.addEventListener(ProgressEvent.PROGRESS, progressListener);
myLoader.contentLoaderInfo.addEventListener(Event.COMPLETE, completeListener);

myLoader.load(new URLRequest("yourFile.png"));

function initListener(event:Event):void
{
    // just started the loader process
    trace("Object Initialized");
}

function progressListener (event:ProgressEvent):void
{
    trace("Downloaded " + event.bytesLoaded + " out of " + event.bytesTotal + " bytes");
}

function completeListener(event:Event):void
{
     // here you can load the next file
     trace("Loading Completed");
}