You can't export it on any frame beside first.
Flash will not export a symbol from the library unless it is on stage. That is what the linkage is for, telling Flash this symbol is not on stage but I want you to export it anyway. Flash does not know when you will use it so it exports before the first frame. If you uncheck Export in first frame then you need to place the item on stage so Flash knows when to add it to stage. This kind of defeats the purpose of attachMovie or attachSound, however, it gives you control of when the item will load.
For the sound, uncheck the Export in first frame. Drag the sound to stage where you want the sound to load and make sure the sync is set to event. This will download the whole sound on this frame. Then add a blank keyframe and add the sound, this time setting the sound sync to Stop. This will stop the sound. Using a movie clip for this keeps the main timeline clean.
You need to make sure the playhead does not loop and hit the frame with the sound sync at Stop otherwise your sound that is playing with script will stop. Do this on an early frame and never go back to that frame. You could make a loop in the movie clips so the Stop frame only plays one time or use other scripting to make sure this frame is only played one time.
Most of the time you should leave the first frame checked as it works a lot better. If you are doing this for preloading reasons you would be better off loading into a shell movie and doing the preloader on that. You might want to look at loading MP3s or creating a sound SWF and using loadMovie.
Technical Support Specialist
Macromedia Technical Support
Tho this might be solution , you still can't use sound object using the above method.
You can drag movie clips with linkage OFF stage , unchecked the EXPORT ON FIRST FRAME and you
attach actions will work just fine . In case of sound you can't do that .
Even places on timeline it won't be recognized .
So from this moment is it pointless you use SOund Object , must take totally different approach.
Best to place sound in movie clip , than define that movie clip as a target for sound object.
You will be able to control its volume , but you can't utilize all the sound object abilities
tho you solve preloading problems and remain some control over the sound.