Preloading problems

I have a question about loading external data.
When I had all my actionscript export to frame one, it would slow down the preloader and not show up until it was far into the progress bar animation. So I moved everything to frame 2. The problem with that is now my menus which are populated from an xml file are not there when the site starts to play. How can I get my xml data to load on frame one, but leave the .as fils to load in frame 2?