Different behaviour in Test Movie vs. Simulate Download

There’s a difference between Test movie and Simulate download.
My movie is working in Simulate download mode, but is broken in Test movie mode. If I publish, it’s behaving in the same way as in Test movie.

What is exactly the difference between those two? If I know that, I might be able to solve my problems…

For your information: the problem is that I have a Window created by PopUpManager that doesn’t get to the top, so I use swapDepths to get it to the top. In Test movie, the close button doesn’t work, but in Simulate download everything works perfect.