I like the old-fashioned style.
This flash has a lot going for it -- Classy styling, very small filesize for quick loading, a nice leisurely pace. But it was let down by its length.
Animation: Pretty basic here. Besides the quotations, it was really simple. I'd suggest some more detail on our friend Gary and his background.
Sound: The ragtime music fit well, but sound effects are not your enemy. It has that silent film feel but I feel like it needs more.
Humor: The flash needs more. "Silly Gary!" was somewhat funny, but I felt like I missed the punchline, or there was no punchline to begin with. It just wasn't that funny.
Overall, I felt that you're on the right track. The animation was alright, although it lacked detail. The joke was kind of disappointing.
All of that said and done, your flash was pretty good. Don't give up!