Need help with video

Ok, this is my problem:
I’m doing a project in Flash MX that requires to have 8 MPEG files. This project has to be on a CD (i had to do an EXE file). This EXE file loads other SWF files into the window (that was better than compile more than 80 scenes in one big EXE file). When I call the SWF file where the MPEGs are (those MPEG are imported into the timeline) it takes a lot of time to get the video scene (the CD runs a lot and it takes more than a minute to load). My quiestion is: Is it any way to call (or load) the video instead of importing it into the scene?
This leads to another question I have: Can I also have some controllers (“play”, “pause” and “stop”) to work with the video?

Thank You.