Loading Techniques: Flash 5 & Flash MX Tutorial Question

Hello,
I am trying to dynamically load sound into my movie, but my problem is that when i follow this tutorial the sound doesn’t play, here is a link to the tutorial:
http://www.kirupa.com/developer/mx/loading.htm
Now I don’t understand what goes in the URL section of the code. Is this a place for a target path like in HTML or a place for a linkage ID name. If it is a place for the linkage ID, when I set the properties to export for AS and set in export in the first frame my preloader doesn’t preload until after the sound is already loaded. I hope that wasn’t too confusing. And I hope someone can help. Thanks in advance.

drumrby