Did you export the Class to frame 2? File >Actionscript 2.0 settings > Export Frame for classes > type 2

Why do you want to make a preloader to load the character? Why don't you just attach the character at the same time as the preloader?

In that case, you just add an "if" statement.
Code:
if (percent ==60){  attachMovie("CharacterInstanceName", "CharacterNewName", _root.getNextHighestDepth());  }

So, 1-white screen 2- preloader shows up and begin to load until 60% 3- at 60%, the character movieclip is attached. 4-the rest will load until 100%, then go to frame 2.

You have to attach the character movieclip dynamically with attachMovie("CharacterInstanceName", "CharacterNewName", _root.getNextHighestDepth()); not directly on the stage, in order to attach it after the preloader.