I've just recorded a detailed solution tutorial at 2dflashgamedev.blogspot.com.
Be sure to check it out as it applies even more so to loading large 3D assets like models and textures:
http://2dflashgamedev.blogspot.com/2011/11/dynamic-asset-resource-loading-flixel.html
The tutorial explains using BulkLoader to load asset individually into Flixel or through a SWF Class file with embedded assets.
