By just taking the loading code and images from another flash toon.
Again, I never personally tried it, but people do it all the time. I think some websites even offer their loaders to you... you may want to check around popular websites that host web toons and games.
Better yet, just google "Flash Loader" or something like that. SOMETHING is bound to pop up.
EDIT: Here's a step-by-step tutorial. You can pause it using the controls at the bottom of the page to follow along.
http://www.andrewkendall.com/pages/l...ash/loader.php