Loading External Movie

I’m new to Flash and this may seem like a silly question but I need help with using an external .swf file in my main timeline for my site. Basically, I’ve figured out how to load the movie and that works great, but the problem is when I click off of that page the movie stays up there. What is the best way for me to exit out of that movie once the user clicks on anything outside of that movie? Your help is greatly appreciated!