Click the + button and add a "Load/Unload Movie" action. On the right by default the Load movie into location is selected. This is what we want to do.
Next, enter the url for the sound movie we just created. This should be in the same folder so your url should be something like "loop.swf". Enter the level you wish to load the movie into. By default, 1 is entered. Click ok.
This frame will now load our sound movie above our main movie which has several stop commands. But, since it's above the main movie, it won't stop. (see the diagram above in lesson 3)
Save it!
Finishing up
Export the main movie in the same folder. This is important, as you have defined an external source file within the movie with a relative path and not an absolute path.
Open the main movie in your browser and test it out!