Previewing my site

I’m currently working on an XML powered Portfolio and since I am new to the mechanics I am often previewing my Flash site to check the success of my code. However, this site depends entirely on successfully loading external JPEGs and for some reason I cannot view loaded JPEGs in the “Test Movie” mode, only in the HTML preview. Is there a way to get these images to show up in the Test Movie mode so that i can see whether or not my material loaded along with my trace commands?