If you're just loading the SWF from the hard drive (double-clicking it), then you need to tell the Flash Player that you'll allow the flash file to run and access the net or external files.
Go to: http://www.macromedia.com/support/documentation/en/flashplayer/help/settings_manager04.html And do "Always Ask" and go to the "Edit Locations" to add the new path (or put your root drive in - not recommended, but do what you gotta). That website will store the security settings into your local player. If you plan on distributing the SWF on a CD/DVD or whatever, then click the link on the page for "Global security settings for content creators" - Kevin
