Did you make the swf file yourself or get from a source. in most cases you should have a html with it which gives you a code like the one below.
Code:
<object classid="clsid:d27cdb6e-ae6d-11cf-96b8-444553540000"
codebase="http://fpdownload.macromedia.com/pub/shockwave/cabs/flash/swflash.cab#version=7,0,0,0"
width="200" height="200" id="NewsReader" align="middle">
<param name="movie" value="sitenews.swf"/>
<param name="quality" value="high" />
<param name="scale" value="noscale" />
<param name="salign" value="lt" />
<param name="bgcolor" value="#ffffff" />
<embed src="sitenews.swf" quality="high" bgcolor="#ffffff" width="200" height="200"
name="NewsReader" scale="noscale" salign="lt" align="middle" type="application/x-shockwave-flash"
pluginspage="http://www.macromedia.com/go/getflashplayer" /></object>
This sort of code would be placed into a html box on your page.
also if your swf is a video it will always start play unless controls are built into the swf file or played though a flash video player.