This is not weird, it is security. This is a security precaution taken by Flash to prevent people from stealing SWF files and reusing them. This is especially true when trying to hotlink the files, most of the external data will not load.
You cannot take a swf from one site and put it on another site and still expect it to stream its contents. If this is your swf, then you need to put a crossdomain.xml policy file on your copynprofit website (Google it if you need an example) to make it work.
jeremy - gnomeontherun
Educated questions often get educated answers, and simple questions often get simple answers.