Flash exe running on cd - Possible to preload!?

Hey everyone!
Ok, so I have a Flash site running as an exe on a cd for distribution. One of the swf files has a video in it that is HUGE its a 5 min clip embedded in the swf file so the swf file is a 30mb file. So when im running the cd everything works great however when I click on the link to bring up the big swf the screen freezes for probabaly 10 seconds (while its loading?) and then once its ready then it places the swf file and plays it perfectly.

Can i make any kind of preloader so people know its loading off the cd and not BROKEN?