Scratch

Well, what I do for levels is when it gets to the point where I want the level to go up, I make any sprite broadcast something that makes the other sprites change to suit the next level, e.g. the background.
It depends on what kind of game it is and what you want to happen, really. So if you still need help, plz give me some more info about the game. 

Mizzy24 is right. You need to make something like this:
(inside forever loop)
if <next level condition>
broadcast next level

in stage
When I receive next level
next background

in other sprites
When I receive next level
next costume

Looks like you're getting some good advice!  I'm going to move this topic over to All About Scratch as that is a better fit for topics looking for scripting help.