When I put a swf video in loading window as a preloading image file (not as a progress bar), whatever is its size, it don't adapt according the monitor's size, whether I put a jpg, this feature is working nice.
I now use a jpg with my swf progress bar. Less trouble.
How ever i did use a flv intro with a swf progress bar which had good results. but at the last the minute i decided against it as it was a big project i was making and i wanted to minimize the possible headaches, as we know tw is good but throws a surprise in your way now and again.