Matthew Tretter (of StateManager fame) has a great post on garbage collection and Tween, URLLoader, Timer and Loader classes in AS3. He’s provided replacement classes that solve the issues and this will be something you hit at some point.
Really there’s nothing specifically wrong with how the classes work, it’s just the implementation using temporary vars that GC will clean up before the request is complete and the events will never fire.
http://exanimo.com/actionscript/never-use-tween-or-urlloader/
About Bela Korcsog
Proud father of two children, happy husband to one wife.
I've been programming various technologies and leading the development of huge projects for most of the last ten years. I've got some specific likes and dislikes through my experiences in the web site business but generally I'm pretty straightforward about it. Not a huge fan of the latest and greatest shiny toy (it took me four years to show an interest in Flash) I'm more than happy to code in any language that comes along (Actionscript is just so darn fun).