Embeding an .swf into another via web page (http://blablabla.swf)

I’ve heard of embeding swfs into another (without actually reading the discussions) but can it be done via web page.

example: I’m making a flash site. I’m want my movie, which is hosted on a diffrent site to embed itself into a designated spot (possibly an empty movie clip) by (in AS) telling flash where my movie is.

Hope that wasnt confusing.

Slightly off topic, what is an adverage size for a flash site (not including seperately loaded content) basicaly the layout and menus.