In AS3 you finally have the possibility to close a Loader request using the Loader.close() function. The so far loaded data is cached, so when you initialize a new Loader it continues. This is working pretty well.
But: Not inside the Flash IDE! It took me hours to find out. Yeah, i know, i should have known better… :) So don’t worry, inside the Browser it works just fine.
BTW: We’re using Charles to test the preloading functionality. Charles also allows you to protocol the sent and received remoting data both inside the Flash IDE and Browser (Firefox / IE). Charles is not free, but it’s worth the money!