Flash cs4

hi; i am having trouble using ui loader component in flash cs4;
i did exactly what it supposed to be done but it keep sending me an error message such as: Error #2044: Unhandled ioError:. text=Error #2035: URL Not Found. URL: file:///c:\ctdesign\portfolioflash\images\bkgblue.jpeg;
i dont really know why.
to do this, i used the drag and drop ui loader component from the component palete in the window menu.
could someone help me with this matter?
thanks