Alright, Flash MX is really old now and I don't think that many people use it. This tutorial is for Flash 8, I think it will work with MX anyway.
This is just one way to make a basic preloader:
1: Make new flash document
2: Make 3 more layers making a total of 4 layers.
Call them "preloader", "gfx", "actions", "framelabels".
http://img149.imageshack.us/img149/3007/layersqp2.gif
The preloader layer is for your preloader graphics, the gfx layer is for the rest of your movie/game/whatever, you could make more than just the gfx layer for your movie/game/whatever. The actions layer is for actionscript keyframes. And the framelabels layer is for frame labels...
3: Make some keyframes and frame labels like this,
http://img300.imageshack.us/img300/3...yframs2vy3.gif
To make a frame label select the keyframe and in the properties box at the bottom, type in where it says "end" in the picture;
http://img90.imageshack.us/img90/6286/makelabelsjm3.gif
I've made the first keyframe labeled "loading" the second keyframe is labeled "start" and the last keyframe is labeled "end".
4: Now for some actionscript, go to the first keyframe in the actions layer and press f9, then enter this into the box
ifFrameLoaded ("end") {
gotoAndPlay ("start");
}
that code checks to see if the frame labeled "end" is loaded and then it will go to "start" and play...
5: On the second keyframe in the actions layer add this code;
gotoAndPlay("loading")
This makes the preloader loop until "end" has loaded.
6: Now for animating the preloader, just add the text loading in the first frame of "loading" and animate it however you want, if you add more frames to make the preloader animated more then besure to keep it alligned with the last frame before the first frame of the "start" keyframe label.
You should add some frames/keyframes to make it look like this when you want to make your animation/game.
http://img133.imageshack.us/img133/8686/donesc0.gif
The frames where your animation/game will be are boxed in red.
If you want to test your preloader, then go to Control - test movie then in the movie box go to view - download settings - put it at 56k then go to view again - simulate download, but it might load really fast if you don't have anything in there besides the preloader so add a song or some large picture, just to test the preoader.