Loaded movie still causes "Waiting for mydomain.com" or "Transferring data from..."

I’m using loadMovie to load a remote SWF (which is just an SWF movie like an FLV movie with no code in it). The SWF is being served up by a php page using readfile. I’ve tried setting the html header type as both

application/x-shockwave-flash
and
application/octet-stream

but in all browsers the parent Flash player seems to be causing the browser to keep waiting for more information (“Waiting for…” in IE and “Transferring data from…” in Firefox). How can I make it so that the loadMovie process completes successfully and the browsers stop looking for data?