Well one way you could do it is on your initial preload for the swf also do the images. So in the background you would first load the swf, once it's loaded don't actually do anything. Next load the images and once those are all loaded then you actually play the swf.
To the user visually all they'll see is a loading bar that is telling them the swf is loading. That's the first thing I can think of to do for what you described.