Can not add more scene?

I have created a flash movie, just simple text and images move in, move out, no actionscript, I am try to add a preloader for this movie, but if I add one scene for preloader, something odd will happened.
The movie first play is alright, when it finish, will start play again. but it will stop in middle on second play, and start again.
Anyone know why?
This really make me crazy. Thanks.