Preloading components in Flash MX

Just wondering if anyone out there knows how you can keep the components in Flash from loading on the first frame. I want to use a preloader but it is defeating the purpose when I insert a component on a later frame because it all loads in the first frame preventing my preloader from showing right away. I have tried changing the linkage on the component to not export on the first frame, but this didn’t seem to help.

Any suggestions?