Yeah, I get what I mean.
I know how you might be able to do it (though its a lazy way), is have them all loaded (when there invisible, I don't know if the browser would preload them), but have the other layers invisible which aren't needed, and when you click a link, some layers appear and others turn invisible.
That would work, though I wouldn't know the code to do it, though shouldn't be too hard.
though if the browser preloaded all the layers on one page the way I said and its dial up....ouch... though you might be able to put code in so when invisible, it doesn't load, until its needed.
I hope this helps