I don't understand what you mean by "make it loadvery fast"
and "what type of actions script they used for this site."
It loads fast because it is more highly coded and not too
much use of graphic. Maybe, it uses external graphics on the
bottom. You can draw in flash using the beginFill and lineStyle and
stuff. They could've done that. But I don't see how this file
"loads fast." The games I make loads a lot faster... Also, it may
load fast because of the host.