Well, I've got no idea what files you are trying to load, so it's a little difficult to help. I'm going to assume and answer as if you were trying to link Dark Basic files together. What you could do is something rather simple. Here is some simple code you should change and play around with.
sync on
sync rate 100
global part1start=1
global part1end=0
global part2start=0
global part2end=0
if (part1start=1) THEN part1()
function part1()
#include PART 1
`the "#include" part goes and gets the Part 1 file, and pretty
`much pastes it right here
`Also, at the end of Part 1, you would have some code that says
`the following (without the rems):
remstart
part1end=1
part1start=0
remend
endfunction
if (part1end=1 and part1start=0) THEN part1end=0 : part2start=1 : part2()
function part2()
#include PART 2
`Part 2's ending would be like Part 1's ending, except it would
`use the variables part2start and part2end.
endfunction
`You can continue doing this, put it in the main loop or whatever,
`all the way down until all of your parts are added
If that wasn't what you were looking for, give more detail as to what files, ect.