I recommend turning off preload for all images except for the first image that you want to appear. We've put together a guide to decreasing the file size of your document here: Decreasing load times and optimizing performance: Preparing a Large project in Hype.
By default, Hype will preload all images and only begin displaying your document after all images have been loaded. You can control this behavior on a per-image basis by disabling the Preload option that's presented in your document's Resource Library when an image is selected. You can select multiple images by selecting the first image, holding shift, and selecting the last image and unchecking 'Preload' at the bottom.
Also, all audio files are being preloaded, which is likely not necessary -- these concurrent downloads of the mp3 files are due to the preload="auto" property on audio. You can use preload="none" so that the audio is preloaded only when clicking play.