Problem
Need load sound and this sound must playing automatically.
Solution
Using existing URLRequest and Sound classes and creating their objects.
Detailed explanation
Please create new file:

And on ACTIONS enter code like:
var req:URLRequest = new URLRequest("manscreamdistance.mp3");
var s:Sound = new Sound(req);
s.play();

Put your .mp3 sound to the same place with .fla file.

Then click Control > Test Movie, or just Ctrl + Enter if you use Windows OS and enjoy with your automatically sound playing.
Read more info about how work with sound.
Also read more about classes: URLRequest and Sound.
In attached files you can find all sources.
Source:
loadingSound
Thank you for reading.
