How To Create a Preloader to a Flash Game

I'm just beginning to get into flash game programming. I know enough to make a functioning project, but not how to make it efficient or do specific tasks, in this case how to add a preloader. I've found several tutorials online, but none that go along with how I've seen is the best method to program. From what I've seen, it is best to program all of my code into one .as file and link this file to the main document. This makes it easy for me to make all of my variables global in scope, which lets me addChild/removeChild in various different functions. The only problem is that I can't find a tutorial on creating a preloader with this method in mind. All tutorials that I've found generally have two frames in the timeline, one with the preloader and one with the content, but I've been told this is not a good way to program. If anyone could help I'd appreciate it a lot. I can paste the source code of one of my learning projects if it would help to provide an answer to my question.