Help with this ! Error #2044: Unhandled ioError:. text=Error #2035:

Okay,

I'm green and new to Flash and making a website so this may not be a huge issue to some.

I'm trying to make a simple image gallery  with the UI Loader.( 9 thumbnail images with main image above it)

I'm following a Lynda.com CS3 video tutorial if that helps. It seems straightforward enough.

I have everything properly assigned (buttons, the loader) and this is the basic actionscript code to get the first two images to appear:

btn1.addEventListener(MouseEvent.CLICK, ldr1)
function ldr1(e:Event){
    ldr.source = "Images01.jpg";
}

btn2.addEventListener(MouseEvent.CLICK,ldr2)
function ldr2(e:Event){
    ldr.source = "Images02.jpg";
}

When I test the movie I get this error :

Error #2044: Unhandled ioError:. text=Error #2035: URL Not Found.

I have the flash file and the swf file saved in the same folder as the images (as the video instructs) but it seems Flash cannot read or find my external hard drive. I also remade the file and resaved everything on my computers main hard drive and it still cannot find my folder.

Please help. I know this is probably an easy issue but again, I'm new and any help would be great.

Thanks,

Mike