Export your audio from Premiere as a WAV or AIF.
Import it into After Effects.
Use the . key on your number pad to preview audio and the * key on your number pad to lay down markers. (If a layer is selected, it'll set layer markers. If no layer is selected, it'll make composition markers.)
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Yes, here's a suggestion: if you'll be timing animations to your audio, you will be MUCH better off by getting used to scrubbing and previewing audio in AE. It does take some getting used to, but people have been doing it for two decades now, so there's ample evidence that it can be done.
I would also suggest that you look for the Getting Started in After Effects section of the Adobe web site: you'll find wonderful tips on how to deal with audio in AE.
Sorry, but I don't have the link at my fingertips.
Thanks Szalam this was EXACTLY what I was hoping for!!!