Q: How could I preload a Flash animation that contains the Color Picker component ?

A: This is done just like preloading any other Flash application:
- deactivate the Export on first frame option from the component (Linkage dialog box)
- set the classes to export on the 2nd frame (Publish settings -> ActionScript 2.0 Settings)
- place the preloader clip on the first frame and write the code that displays it while the entire clip is not loaded
- place the color picker and animations starting from the third frame.

Here is an example that shows you how to do it.
Files: CPicker_preloading.zip