In flash, go to modify>>scenes. Click on the plus sign, or the new scene button. Rename the scenes preloader and scene.

Now select preloader. Get rid of the scenes window, and press T on your keyboard (or select the text tool). Type "Loading" on your page. You may change the font and colour if you wish. I used micro, which can be found in the font section of this website.

Right-click on the second, third, and fourth frame, and select "insert keyframe".

Now select the second frame, and go back to your text layer. Add one dot beside "loading". Select the third frame, and add two dots to the text layer. Now select the fourth frame, and add three dots to the text layer.

Right-click on the fifth frame. Select insert keyframe. Right-click again, and select actions. Click on the little arrow button to the left of the up and down arrows. Select expert mode. Insert ifFrameLoaded ("scene", 25) on the top line, and gotoAndPlay("scene", 1); on the second line. Go back to normal mode. It should look like below:

Change 25 to the number of frames the content you are preloading will actually have. Place the content you want to preload in the "scene" scene.