Linking a flashdemo.exe file

Hi,
I have created a demo using Flash MX2004, but at the end of the demo I have a link which upon clicking opens another flashdemo.exe file.
How to do it?
I tried this script:

on (release) {
loadMovie(“FlashDemo.exe”, 0);
}

But its not working, but if i call the .swf file its working.
Is there a better way to link to a flash exe file?

Please help.