Ahh, now I get it.
You want one SWFs to play, then when it's animation is complete, load next... right?
Code:
var container = this.createEmptyMovieClip("container", this.getNextHighestDepth());
var mcLoader:MovieClipLoader = new MovieClipLoader();
var loadListener:Object = new Object();
moviesArray = new Array("mv1.swf", "mv2.swf", "mv3.swf");
loadCounter = 0;
loadListener.onLoadInit = function(target_mc:MovieClip):Void
{
trace(">> loadListener.onLoadInit()");
trace(">> =============================");
trace(">> SWF loaded: " + target_mc._url);
}
function loadNextSWF()
{
mcLoader.loadClip(moviesArray[loadCounter], container);
loadCounter++;
}
mcLoader.addListener(loadListener);
// start loading
loadNextSWF();
Now, this code will only load one SWF from the array. In all your child SWFs, when animation is complete, you call the loadNextSWF function of the _parent.
Code:
// in child SWF, last frame
_parent.loadNextSWF();
This, way only one SWF is loaded at a time. When it completes animation, next is loaded in same container MC. No need to unload.
Hope now it's the way you want it 
// chall3ng3r //