Have you tried making a preloader?  In other words, something (created in 
a separate scene) which will play while the movie is loading?

Otherwise, have you tried asking Flash to simulate loading the movie over 
various connections?

To do this, assuming you're on a PC, do [Ctrl]+[Enter] from the work 
area.  Once the movie is running inside Flash, choose your speed from 
the "Debug" dropdown menu.  Then do View > Show Streaming.  This will 
simulate loading the movie over the desired connection.

Your movie probably takes a while over 56k modem when it loads almost 
instantly on your machine.

Try streamlining things like movie clips, and removing stuff that is no 
longer being used, like extra frames, buttons, library items, etc.