[this.create]

//
var soundMc:MovieClip = this.createEmptyMovieClip('soundMc', this.getNextHighestDepth());
var mySound:Sound = new Sound(soundMc);
//
mySound.attachSound('sound1');
mySound.start();
//
mySound.onSoundComplete = function():Void  {
    this.attachSound('sound2');
    this.start();
    this.onSoundComplete = null;
};

Проверил, все работает.