It sounds like you are using a clunky load sequence, as well as trying to load too much at once, in my galleries I load each image independently according to a global that defines the picture type and file reference. You might try building the preview pages with downsampled thumbnails and making them internal, merely loading individual images as required. Take a look at one of my galleries here:
http://renwerx.110mb.com/flash/samples/travel.html I would also recommend familiarising yourself with the onboard help, an invaluable reference tool as you can simply copy and paste working code.