Using Preloader when loading Swf Inside a Swf?

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Hi i am currently making a small section for my website and i need to know how to make my preloader function basically i have my main swf that then loads in my other swfs onto the stage, howere i have created a preloader that sits on the first frame of each of my swfs that i am loading in, they work fine when testing them on there own howere the preloaders dont seem to be showing when i am loading the swfs onto the main stage in the empty movie clip, should i be playing the preloader in the empty movie clip??? thanks