SWF is too large


I have a problem. I am designing a flash page, somekind of interactive desktop with monitor, speakers, mouse… I made all this components in flash and put them together (no animations jet). But the expoted SWF size is to large. SWF without animation just this vector graphics is 2.5MB large, and I still have to make external SWFs linked to this main.

Is there anything for me to do, that will decrease SWF size??
What about preloader, that would show the procentage loaded??