Nice beginning...
I like your character design and your layout, and the idea behind this is definitely sweet. The sound went well with the movie, too. A little more motion would have been nice, and perhaps some background animation (another reviewer suggested animating the themes in the background; I like that idea). Also, you might consider adding a stop code to the final frame of your flash; it kind of ruins the mood to have it immediately kick back to the preloader at the end.
I do like this a lot, but I think it needs a little bit more.
I added you to my favourites so I can see what else you do. You should consider creating a Newgrounds profile to make it easier for people to see your work, though.