I have a question that is confusing me with making a game.

For my game launch i pre load everything for the main menu then i loop the game to display it.

But lets argue player wants to launch a new game or a specific level, then you preload the relevant sounds/graphics for that level right?

How ever, the player must already be running the game loop if they are at the main menu, so you can't load in the game loop or you will load every frame...but im pretty sure most big games don't preload every level when you first run the game from desktop because it would take a long time on some of these games....

How is it done :S