Articulate Preloader via XML
UPDATE: We have a new solution on eLearningEnhanced.com that is very simple to use and automatically preloads your files. We have really tweaked the code and added an optional progress bar.
Phil also pointed out that he had in-turn tweaked code he found here to create his preloader. It's a great community that shares and builds on each other's work!
My version gets the list of file to be preloaded, and a logo, from an xml file. The logo's max size is 244x75px and because we are targeting Flash 6 you are limited to jpg or swf.
So here is a screenr on how to use these files (customPreloader.zip):