Download external jpeg not working?

Hi,

I have made a small picture gallery using 3DFA 4 release 5. I want the movie to load as fast as possible so I selected the images to "Download external jpeg". When I view the flash file on my own PC it works fine but when I upload it to the server the images do not show. I have uploaded the images into the same folder as the flash file. Are there any tricks to get this to work?

What I am hoping to achieve is for the flash to load and start displaying pictures before they have all downloaded. Will doing the above acheive this? Or is there another way to load each image only when they are needed.

Any help will be appreciated.