SWF Size and Preloader Questions

Hola, I have made an intro for a band of mine (located here http://www.radioactivehero.com/intro2.html) and as you can see it’s not the biggest or coolest thingi n the world but the file size is so ■■■■ big! It’s almost 6 megabytes and I have no idea why. Second of all, is it possible to tell flash to start loading the next scene or certain frame while still playing the movie? For example, once the intro is done loading it will start playing and while the intro is playing the website will begin preloading?

Thanks for the all the help.