Thanks for the feedback!
The preloader is there so that the sfx files and both audio tracks can be played as soon as the game starts, with no further loading during gameplay, that's all. It really shouldn't take more than a 40 seconds or so with a normal connection, and it only happens if the game is not already loaded from a previous play session. Either way, if you have any idea to make the preloading faster, please let me know.
As for the difficulty and the level design, Iwgames, I'm sorry you feel that way, but I respectfully disagree. One thing is to put the player in impossible situations with no warning whatsoever; another thing is to design a difficult game (with infinite lives, mind you). Perhaps if you give the game a chance and play it through at least up to the third stage, you might see that things do progress from easier to more difficult, and that every enemy and feature is introduced in a simpler situation before things get actually hard.