The only way you can make the screen black, would be to add a small set of frames that make the background of the movie black. Of course, for that to work, you’ll have to make the movie full screen.
Here’s is how you do it in Flash 4.
1.When you view the Actions for either a frame or object, you will see a list of options that display when you click on the “+” sign.
Under the Actions panel, choose the option for “FS Command”.
Look at the section that says “Standalone Player” and select the option for "fullscreen [true/false]
Once you export your movie in the Projector (EXE) format, and double click the icon; you will see the movie in full screen. You can set the black screen in your flash movie itself.
I hope that helped. If you have any further questions, please don’t hesitate to reply back.