There are several components that come with flash if you open
the component window in flash and select UI components there is the
accordion, combo box, list and menu components that could all, to
one degree or another, be considered drop downs.
as far as the items in flash, do you mean items in the drop
down box or images on screen...? the short answer to you question
is if you build it and it takes forever to load, then yes you've
probably put to much stuff in the swf.