I modified the load level action slightly.
All you need to do is create a new scene with the loading progress bar and whatever you want i have "loading..", you go to this loading scene when you want to load a level, this then immediately loads the real level.
I use NGUI so you might have to figure out how to use whatever it is you use but I've added the action and a screen shot that shows how I set it up.
Load Progress is a float value & in the script it's multiplied by 100, this is because AsyncOperation.progress gives you between 0 and 1 but rounds the value off for some reason, so it doesn't work. By multiplying by 100 it works. For my NGUI slider value it needs between 0 and 1, so i divided by 100.
Let me know if you need more of an explanation.