I would imagine that the whole time you are watching the intro movie and and waiting for the press start to continue the game is preloading content in the background. I imagine that is why on zelda games you have to watch a short bit of intro before you get the chance to press start, or tap the screen or press A + B. Same with the new Metroid on the wii. Another trick is to just not show the usual "LOADING..." or a bar or anything that makes you go... "Urghh, its loading again!" You may get a black screen, or a chapter title that perhaps hangs around a bit too long, but you don't notice.