introduction page into a movie clip

I would like to make my intro. page into a movie clip like this website's intro: http://www.baohan.com/

How do I make my page as so...how can I change my pictures into another pictures?

Hi, those look like simple alpha tweens. Get two images. Place each in it's own movie clip. Drop an instance of each onto it's own layer on the main stage. Give both layers a keyframe at 10. Now left click keyframe 1 on layer 1. In the frame properties box set tweening to motion. Do the same for layer 2. Now left click the image in layer 1 keyframe 1. In the movie clip properties box set the alpha effect to 0. Now left click on the second image in layer 2 keyframe 10. Set it's alpha to 0 like you did with layer 1's image. Now play. You should see the image on layer two fade out as layer 1 fades in.