[this.create]

var soundAr:Array = ['sound1', 'sound2', 'sound3', 'sound4'];
var curSound:Number = 0;
//
var soundMc:MovieClip = this.createEmptyMovieClip('soundMc', this.getNextHighestDepth());
var mySound:Sound = new Sound(soundMc);
//
mySound.attachSound(soundAr[curSound]);
mySound.start();
//
mySound.onSoundComplete = function():Void  {
    //
    curSound == soundAr.length-1 ? curSound=0 : curSound++;
    //
    this.attachSound(soundAr[curSound]);
    this.start();
};

А можно даже так сделать.