Hi back...little question about first frame in preloading

Well, hello everybody here. Long time no see!
I have been pretty busy and had no rel time for AS, but when i can i give it a push and try new thigs, and here is one problem i found.
I have “built” a little site in flash. Once finished i was going to put a preloader (a simple one). The thing is that when testing the movie, the 16k from the movie appear on the first frame of the preloader. Anybody can tell me why. What’s more, i’ve tried in other projects making the preloader first and then the rest of the movie. Then, i put in the movie, lets say a pictue. The size increases, of course. But when i remove the pic the size stays the same :!:

Any ideas??