This man solved it by adding background sprite and filling it with custom color you want.
And here http://iamjosh.wordpress.com/2007/12/18/flex-custom-preloader/ author also told that he added the compiler option like this:
Finally, let’s change the background
color of the application to match our
logo a little better. Just add the
following Flex compiler argument:
-default-background-color #FFFFFF
So, you might added this option to another one application you need instead.
UPDATE 1
Also look at this
http://cookbooks.adobe.com/post_Change_Background_Color_of_the_Preloader_Phase-1421.html
And please, explain once again your goals, are you want to set color or something another, from preloader or parent application or whatever you want, just let me know.
UPDATE 2
And listen, if you really want some cool bg, you might do next thing.
1)Forget about preloader mechanism.
2)Write Your BG application
3)Add swfLoader overlay to your bg application
4)Draw progressbar for this container
5)Enjoy with 2 application architecture instead of standard way.
Questions!?