The problem is the complete event is dispatched when the
movie is loaded but before the elements of first frame in the
loaded movie are available.
You should use the MovieClipLoader class and use its
onLoadInit event which is dispatched when after the first frame of
the loaded movie is executed.
If you used the Loader component because you wanted to use
the ProgressBar component whit it, you can still associate the
ProgressBar source to the movieclip use to load the swf but don't
forget to change the ProgressBar mode to polled as it is described
in the ProgressBar component help.