I think this may have something to do with it…
<param name=movie value="file:///C|/Documents%20and%20Settings/User/My%20Documents/Flash/Under%20Construction.swf">
<param name=quality value=high>
<embed src="file:///C|/Documents%20and%20Settings/User/My%20Documents/Flash/Under%20Construction.swf" quality=high pluginspage="http://www.macromedia.com/shockwave/download/index.cgi?P1_Prod_Version=ShockwaveFlash" type="application/x-shockwave-flash" width="32" height="32">
you have the file coming from your mydocs folder - it has to be from a local folder on the server…