The flash video I have created is not tremendously big... 5,094MB for the edit
file, and 79KB for the video that I upload to the webpage. My problem is that
the audio doesn't go with the video when it's uploaded to an html page...
regardless of whether its on my harddrive or the server, yet the video is fine
when played under flash.

Now I've seen videos have a loading screen before they play. I'm thinking
maybe this will solve my problem. How do I get the video to load before
playing?

is the video and the audio inside the flash movie?
if so preload the movie itself!!
else try combining the audio with the movie using a movie editing tool.
if you need help on how to preload the movie email me at webmaster@demonpaw.com