Issues: Loading .swf's made in Captivate into Flash Menu

I know there are a lot of posts already addressing load Movie issues but I can’t seem to find an example that helps.

Here is my situation…
I am making a online learning module. The external .swf’s I’m using were made in Macromedia Captivate and are published as .swf’s (fyi: I can’t add script to them like other external movies. If it matters)
I have several buttons on my menu that I made in Flash MX 2004. I want the user to be able to click a button, have the movie load within or on top of the Menu screen, and when the movie is over, return to the menu screen.

I’ve tried a few different script things but I can’t seem to get it to work without it opening a new browser window to display the movie every time (click on link -> new window opens w/ movie -> new window returns to menu -> repeat, which results in many windows being open unless you go and close them every time.)

I know this must be simple, but I just can’t seem to get it to work. I’m not sure if I should be loading into layers or empty movie clips either.
If anyone could offer me some advice and code examples I would greatly appreciate the insight.