By default, Flash sets all components and their classes to load in the first frame of the movie, regardless of the actual frame in which the components reside. Because of this, the first frame of your movie will always be heavy than it need to be as it will contain the components, therefore having a preloader in the first frame will not help.
This is how you can change your fCMS to load in a later frame (instead of frame 1):
1. Ensure that the CMSMaster is placed in frame other than frame 1 (for example, frame 5). The TextSatellite and ImageSatellite components should also be placed in a higher frame number.
2. Open the library (CTRL+L), right-click on the CMSMaster movieclip in the library and select Linkage from the pop-up menu.
3. Uncheck the option for Export in first frame and press OK.
4. Repeat steps 2 and 3 for the TextSatellite and ImageSatellite components that are in your library as well.
5. You now need to change the class export frame in the publishing settings. From the main menu in Flash select File -> Publish Settings and change to the Flash publishing settings tab. Click on the Settings button alongside ActionScript version and set the number in the Export frame for classes setting to be a number that is greater than 1 but is less than the frame number in which the CMSMaster component first appears on your timeline (for example, 3):
6. You may now place a preloader in the first frame of your movie as the first frame will only contain the preloader code.