only way i can really see controlling the depth in this
situation is loadMovie.
attachMovie and duplicateMovie both place their content on
the next available depth in the same timeline as the parent. With
loadMovie, you can at least control the depth that the first movie
will appear.
Stage content depths are all negative numbers -1 to some
number in the negative hundred thousands where as all loaded
content (loadMovie,attachMovie,duplicateMovie) are all positive. As
a result, content loaded at runtime and not at author time will
always appear above content on the stage.