Preloader for external jpg only works 90% of time

Here’s the code I’m using to call the preloader and call the movie. I got this basic code (now modified for this example) from a nice person on this forum. I put it into different frames that a user’s click would activate - and therefore download the jpg into that frame.

That works after the user clicks into each frame. BUT ON THE FIRST FRAME, it doesn’t work. The code just like this below DOES download the movie, but doesn’t launch the preloader.

/* movie loads */
// Sets the preloader clip in motion…

Any thoughts as to why the very first frame doesn’t launch the preloader?