Code for an entity that changes the level when it is clicked on:

Code:
// this function does the actual level changing
function levelchange_event()
{
     wait(1); // always do this before level_load to give running functions time to end
     freeze_mode = 1; // pause while changing levels
     level_load("level2.wmb"); // change the name to an actual map in your project
     wait(1);
     freeze_mode = 0; // unpause
}

// attach this following action to an object via WED
// this action monitors whether the thing was clicked on, and if so, calls the above function
action level_changer()
{
     my.emask |= ENABLE_CLICK;
     my.event = levelchange_event;
}