Help in preloader and sound

i want to insert this preloader to my movie http://www.kirupa.com/developer/mx/percentage_loader.htm so i already have movie i created new layer by name preloader than copy and paste that frame to preloader layer’s first frame and check it it doesn’t show any thing just gray bar.
Than i removed 1 big sound and uploaded it to yahoo and check it but it show just grey bar and my effects.
And yes i have more layers there and i some effects with 1st frame with preloader.
Is that is why that i am using other effects to with preloader?

and yes there was option in sound in flash 5, option of event start or stop music, So how i do that in flash mx?
and i inserted 1 sound by flash mx and it’s volume is too much low but flash 5 have perfect 1 so how can increase volume of sound?