the body tag exists in the default.aspx page, so you would need to make the edit there. If you only want this to exist within your skin and don't want to edit core files, then as the body tag is a server control you can add it programmatically e.g. in your skin's ascx.vb file in the page_load add code such as
Dim bodyctl As HtmlGenericControl = TryCast(FindControl("Body"), HtmlGenericControl)
If bodyctl IsNot Nothing Then
bodyctl.Attributes("onload") = "MM_preloadImages('/Portals/0/images/icons/icon-login-red.gif','/Portals/0/images/icons/icon-system-red.gif','/Portals/0/images/icons/icon-order-red.gif','/Portals/0/images/icons/icon-chat-red.gif','/Portals/0/images/icons/icon-email-red.gif','/Portals/0/images/icons/icon-phone-red.gif')">
End If