Okay, I got it to work without Sprites, but I had to use them after some modifications I was asked to do. The problem is that I can't seem to find the right way to add/remove them...

CODE ----------------------------------------------------
/* Cutting imports */

var imageLoader:Loader = new Loader();
var imageLoader2:Loader = new Loader();
var myTween:TweenLite;
var myImages_array:Array = new Array;

var img = 0;
var ordre = 0;
var image_total = 0;

var transition = 0;
var musique = 0;
var duree = 0;
var site_root = "";

function load_xml():void
{
myImages_array = [];
var rnd = Math.floor(Math.random()*100000000);
var url:String = root.loaderInfo.parameters.site_root + "services/slideshow.ashx?id=" + root.loaderInfo.parameters.sujet_no + "&rn=" + rnd;
var loadit:URLLoader = new URLLoader();
loadit.addEventListener(Event.COMPLETE, completeHandler);
loadit.load(new URLRequest(url));

function completeHandler(e:Event):void {
var myXML:XML = new XML(e.target.data);
var myOptions:XMLList = myXML.options.elements();
var myImages:XMLList = myXML.images.elements();

transition = myOptions.(@id=="transition");
musique = myOptions.(@id=="musique");
duree = myOptions.(@id=="duree");

for each(var image:XML in myImages)
{
//myImages_array.push(image.@["path"]);
var loader:Loader = new Loader();
loader.contentLoaderInfo.addEventListener(Event.CO MPLETE, imageLoaded);
loader.load(new URLRequest(root.loaderInfo.parameters.site_root + image.@["path"]));
}
// After the load, we should have a new array (myImages_array) with all the sprites in it (if I do addChild(myImages_array[0]) here, it works)
// However, it won't work when I try it on my MCs...

init_slideshow();
}
}

function imageLoaded(e:Event):void
{
var image:Bitmap = e.target.loader.content;

if (image.width > 1920)
{
image.scaleY = 1920 / image.width;
image.width = 1920;
}
if (image.height > 1080)
{
image.scaleX = 1080 / image.height;
image.height = 1080;
}

var imageData:BitmapData = image.bitmapData;

var sprite:Sprite = new Sprite();

sprite.graphics.beginFill(0xFFFFFF);
sprite.graphics.drawRect(0, 0, 1920, 1080);
sprite.graphics.endFill();

var spriteBitmap:Bitmap = new Bitmap(imageData);

spriteBitmap.x = (1920 / 2) - (spriteBitmap.width / 2);
spriteBitmap.y = (1080 / 2) - (spriteBitmap.height / 2);

sprite.addChild(spriteBitmap);

myImages_array.push(sprite); // Sprites are successfully added to the array
}

function init_slideshow()
{
image_total = myImages_array.length;

// Load the first two images (for the fade effect)
load_image(imageLoader,img);
load_image(imageLoader2,img+1);
img = img + 1;
animate_slideshow();
}

function animate_slideshow()
{
if(ordre == 0)
{
myTween = new TweenLite(myLoader, 2, {alpha:0,delay:duree, onComplete:next_slide});
}
else
{
myTween = new TweenLite(myLoader2, 2, {alpha:0,delay:duree, onComplete:next_slide});
}
}

function next_slide()
{
if(img >= image_total-1)
{
img = -1;
}

if(ordre == 0)
{
setChildIndex(myLoader,0);
setChildIndex(myLoader2,1);

myLoader.alpha = 1;
load_image(myLoader,img+1); //myLoader = MC on stage
//load_image(imageLoader,img+1);//imageLoader = Loader
img = img + 1;

ordre = 1;
}
else
{
setChildIndex(myLoader,1);
setChildIndex(myLoader2,0);

myLoader2.alpha = 1;
load_image(myLoader2,img+1);//myLoader 2 = MC on stage
//load_image(imageLoader2,img+1);//imageLoader2 = Loader
img = img + 1;

ordre = 0;
}

animate_slideshow();
}

function load_image(myMc,img)
{
myMc.unload(); // Used when I was doing .load(), not useful anymore I guess...

if(ordre == 0)
{
for(var i:uint = 0; i < myLoader.numChildren; i++){
myLoader.removeChildAt(i);
}
}
else
{
for(var z:uint = 0; z < myLoader2.numChildren; z++){
myLoader2.removeChildAt(z);
}
}

myMc.addChild(myImages_array[img]); // Gives me an error
}

imageLoader.contentLoaderInfo.addEventListener(Eve nt.COMPLETE, function(e:Event){
myLoader.addChild(e.target.content);
});

imageLoader2.contentLoaderInfo.addEventListener(Ev ent.COMPLETE, function(e:Event){
myLoader2.addChild(e.target.content);
});

load_xml();
----------------------------------------------------

myLoader and myLoader2 are MovieClips in the stage (timeline). imageLoader and imageLoader2 were used to load images before. I think I will not need those anymore, but can someone tell me how to add the sprites into my slideshow? Thanks!