I assume this is in RPG Maker VX. The Scene_Map class has a function, "update_transfer_player", that lets you
customize how the screen will appear when the player transfers to a new map. The method can be redefined as follows (put the code below in a new script section, under the "Insert here" section):
class Scene_Map
def update_transfer_player
return unless $game_player.transfer?
Graphics.freeze
@spriteset.dispose # Dispose of sprite set
$game_player.perform_transfer # Execute player transfer
$game_map.autoplay # Automatically switch BGM and BGS
$game_map.update
@spriteset = Spriteset_Map.new # Recreate sprite set
Graphics.transition(20)
Input.update
end
end