SWFs, like other documents and media retrieved by a Web browser, are often saved, or cached, locally on the user's hard drive. The next time that media is requested the Web browser may load the file from the cache instead of downloading it over the network. This might be desirable for a Flash movie whose content doesn't change often but undesirable for SWFs that are updated frequently with new content or information.
Introduction to ActionScript Programming iswebsite that contains a large example program that is well document, and explained.
This page, Macromedia - Flash Player Version Information, will show you a small box that says: You have version x,y,z,a installed. (8,0,22,0 is an example, so is 7,0,19,0). Sometimes knowing the EXACT version will help debug your flash woes.
Also, it's possible that you might have different player versions installed on Firefox vs IE.
The auther has created an awesome toolkit that lets you, without much fuss, embed flash movies -- as well as offer non-flash versions without sniffing. It works on the principle that most people who do NOT have Javascript also do NOT have flash.
In June 2003, NPD Research, the parent company of MediaMetrix, conducted a study to determine what percentage of Web browsers have Macromedia Flash preinstalled. The results show that 97.4% of Web users can experience Macromedia Flash content without having to download and install a player.