I'm a bit unsure from your post as to where you are running into the problem. Is it the preview in Bridge or previewing the html page containing the Flash gallery from Dreamweaver?
If it's from Dreamweaver it sounds like you have some of the code or files created by Bridge missing. Bridge should have created a file called index.html in a folder called Adobe Web Gallery. Does this work if opened by your browser?
This is a stab in the dark, but have you placed the Flash file into your own page through Dreamweaver? As this would lead to the problem you described when previewing the page unless you have also linked in all the javascript and xml files.
Phil