After doing so, the Set Nav Bar Image window will pop up.
Write down the name you want to give to your preloader at the Elements name, I chose cars.
Then, you will have to choose the first image you want to appear on your preloader at the "Up Image".
Click over the browse button at the right part of the panel and choose your image.

This is the Image I first selected:

After doing so, repeat the same step you did before for your Over Image:
Go to "Over Image":Click on the Browse button and select the second image for your preloader:

This is the second Image I selected:

This is optional:
You can give a link to your preloader.
If you want to do so, go to "Go to URL" and write the link you need, for example: "www.mypage.com"

Save the document.
Now, every time you click over the first image you selected, the second one will appear and remain.

This is what it looks like:

Enjoy!!