I guess if you only rename the swf to dll or anything else (except to extensions that are loadable in flash, like mp3 or jpgs) and load it to the main movie, it should work. Or at least it worked for me. Another solution is if you want to hide your files:
-create a 3rd party tool which does some changes to the swf (like simply zips it and changes the extension by renaming)
-if you want to load the movie from the main swf, execute the tool which does a copy of the file unpacked
-use the unpacked swf in your movie
-delete unpacked swf, exit 3rd party tool
I’m not sure if it would work all the time, because of Flash’s security restrictions, and finding a temporary folder to unpack the files might work wrong as well - but still, this is prolly the only way
hope it helps