Why will no preloader work for me?

1

I’ve tried several different preloaders in my flash movie, and have yet to get one to work. And whats really annoying is that ive downloaded the full finished files from the tutorials, and they work, but it just refuse to when i put one in my file. i started my flash doc in MX, then later switched to MX 2004, dont know if that should matter. im pretty much a novice in MX 2004 (just what are these components you guys are talking about?). As far as i know, there are no components in my movie anywhere. Also, ive been publishing it with player 7 and actionscritping 1 selected. can someone please help me? im at my wits end!