You could make a box collider into a trigger, then put something like this on it:

//The player would have to be tagged "player"
function OnTriggerEnter (other : Collider) {
    if(other.tag == "player"){
        Application.LoadLevel ("LoaderLevel");
    }
}

This doesn't include a particle effect but you can just drag it onto the box instead of including it in the script.