It is not possible without using external files. To do this using external files just do what Shrill said
But the better question is why? If the first frame is 10kb, then the first frame will be ready to play as of the file being 10kb loaded.
You can just wait until the first frame is loaded, and play it (the rest will just be downloading invisibly in the background), then once the user clicks the button have it do one of two things: if everything else is already done by then, then continue, if not then monitor the rest of the loading process until it is, then continue :)
swf files are a streamable format, there's nothing wrong with taking advantage of it!