Flash cache and preloader question

Two questions. Where are the flash files I view on the web cached in my directory. I tried to google it, and search my hard drive for the swf files. It seems that they are being cached, not sure where.

Also. I have a flash movie I created, and the preloader loads fine in firefox, but no preloader in IE. Here is an example http://ixtlanstudios.com/falling.html

this is the code I use to put the flash in the page

<object
type="application/x-shockwave-flash" data="/flash/ball.swf" 
width="160" height="120">
<param name="movie" value="/flash/ball.swf" />
</object>