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 heavier than it need be, therefore having a preloader in the first frame will not help.
This is how you can change your fCMSPro to load in a later frame (instead of frame 1):
1. Ensure that the fMaster is placed in frame other than frame 1 (for example, frame 5). The templates and other fCMSPro components should also be placed in a higher frame number.
2. Open the library by pressing Ctrl+L (Win) or Cmnd+L (Mac), right-click on the fMaster 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 all the fCMSPro components that are in your library.
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 fMaster 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.