It is often important to do this especially if you are using big rollover images.
The basic principle (i.e. if you wanted to preload a single image) is:
code:
var preloadImg = new Image();
preloadImg.src = "/folder/my_graphic.gif";
To load more than one image you would then need to create an array which runs through all the different graphics and preload them (see resources below for variations on the general theme).