put your 5 movieclips in main timeline frames 1,2,..,5. put a stop() in the first main timeline frame.
then add the following to the last frame of the first 4 movieclips:
this._parent.nextFrame(); // if this is as2.
in the last frame of the 5th movieclip place whatever you want when it completes.
I tried entering that line in frame 5 and I get the error:
Warning: 1058: Migration issue: The property _parent is no longer supported. Use the DisplayObject.parent property instead..
you're using as3. just take the underscore (_) off before parent.
read my comment: that code was for as2.
with as3 use: