Claudio's "Preloader and Transition for Dynamic Files" tutorial

The tutorial itself is good and works fine, but I am using it as part of a website and it does not seem to work then.
All the necessary files are in the remote site’s folder, but for some reason the clip is not playing the “closing” frame nor showing the content that comes after.
The movie works fine when exported in Flash, just not on the web…HELP!