Issues with Preloader

Hey awesome Flashers,
I’ve got an issue with inserting a preloader. My main blank movie clip on my stage loads all of my external swf files. When I go into those external files, I move the animation over one keyframe and paste the preloader into that first keyframe. When I test the scene, the preloader shows up in my movie, but it doesn’t disappear. Anyone have good tips on how to solve the problem? Website is www.milittisales.com if that helps.

Thanks I appreciate any response,
Nebraska girl