Depth and layers

i have made a simple game with 3 frames, the 1st one is a welcome one, the 2nd one is the main game, and the 3rd one is a losing screen. The main game attaches lots of things like the player and bullets to the frame with the attachMovie(). When you lose and it goes to the 3rd frame, the objects that the attachMovie created on the 2nd frame are still there. Would i have to make my game in scenes or is there another way?