Load mp3 doesnt work

I am trying to load an mp3 externally like in the tutorial, but i get a download prompt. I dont want a download prompt. The way I understood it, the mp3 is loaded and played, and not downloaded. Am I missing something in the tutorial? I currently have it in its own layer:

heres my code:

mySound = new Sound();

If im correct it should play while the .swf is loading. I have it preloading, if that makes any difference.:-\