Need help with importing SWF files

Before I start I am going to refer to this tutorial on this site: http://www.kirupa.com/developer/mx/full_site.htm

Ok so my flash site is all pieced apart in swf files as this tutorial says it should be. So I am working in my main FLA project to work everything together. When I go to import my menu swf file into my library it brings in a bunch of gif/bitmaps from the swf (as well as the swf). i take the movie file into a layer and when i play it the mouse overs wont click/change images and it loops even though my swf file has a stop action which works before i import it into this new project. i understand the concept of the tutorial quite well but i do not understand why the authors fla files have movie clips without all the extra image files in the library. how can i import a swf file and have it act just like it does before i import it? the tutorial is great but it does not explain how the author got the movie clips into the project without creating a bunch of gif/bitmaps and/or the swf plays how it should. any light that could be shed on this situation would be great because my site is almost done! (frustrating!). Thanks