Here is the example translated into C#. Instead of using "Start," It uses a coroutine "StartLoad". So in your GUI Button, call StartCoroutine(StartLoad);

The stuff with the guiTexture is not important, it's used to display a loading bar.

void OnGUI()
{ 
   if (GUI.Button(new Rect(Screen.width / 2, Screen.height / 10, 100, 25), "Load Game 1"))
   {
      StartCoroutine("StartLoad");
      Debug.Log("Clicked to load");
   } 
}

// Streams a .unity3d file and displays the progress in a GUI texture.
    // You need to make sure the GUI texture is set up to have a pixel inset.
    IEnumerator StartLoad () {
        // Store the original pixel inset
        // and modify it from there.
        Rect originalPixelRect = guiTexture.pixelInset;

        // Update the progress bar by scaling the gui texture
        // until we reach the end
        WWW stream = 
          new WWW ("http://www.unity3d.com/webplayers/Lightning/lightning.unity3d");
        while (!stream.isDone) {
            guiTexture.pixelInset.xMax = originalPixelRect.xMin
                  + stream.progress * originalPixelRect.width;

            yield return null;
        }
        // Update it one last time before loading
        guiTexture.pixelInset.xMax = originalPixelRect.xMax;

        stream.LoadUnityWeb();
    }