Nice little tut:D
The musics VERY bad and gets annoying really fast. You should've made a mute button and a wider variety of songs.
As many people are starting to use AS3, I'd recommend you to do so too. Anyways, it's a good tutorial for anyone wanting to create their own preloader.
But next time, remember to write wether it's AS2 or AS3 (as I've some experience using AS2-3, I know that it's AS2).