Why the hell would you need Flash MX to make a preloader? You can make them in any version of Flash.
If your to damn lazy to learn how to make a preloader, Newgrounds is full of them.
belive me... i've spend 2-3 weeks to find out how to make a preloader (in 3d flash animator) ..... nobody knows ... (i tried loading an external flash link in a separate swf but there was no sound (from the loaded swf)) sorry
+ newgrounds have FLA preloaders.... 3dfa doesn't support fla (yet...)