Loading scenes and scripts through assetBundles

I am making a social world game similar to simcity. On clicking on each building a mini game starts. Is it possible to have the mini game in a separate scene which can be downloaded through an assetbundle.

I have tried the example given in Unity docs, but I get a referencing warning on the gameObjects with scripts on them, when they are loaded in the scene.

Any idea on how this can be done ?

EDIT : Here is the code I am using to build the scene into an asset bundle...

 [MenuItem ("Assets/BuildWebplayerStreamed")]
     static void MyBuild(){
         string[] levels  = new string[]{"Assets/Scene/AssetTest.unity"};
         BuildPipeline.BuildStreamedSceneAssetBundle( levels, "SceneTest.unity3d", BuildTarget.WebPlayer); 
     }

This is used to load the scene : public string url = "http://192.168.1.113:8000/SceneTest.unity3d";

     IEnumerator Start () {
         WWW www = WWW.LoadFromCacheOrDownload(url,1);
         yield return www;
         
         var asset = www.assetBundle;
         Application.LoadLevel("AssetTest");    
     }

The scene contains 2 gameOBjects; a plane and a sphere. The sphere has a script on it which is missing a reference when loaded into the scene.