Spawning Flash Player to run my SWF?

Hi,
I am writing an application at the moment, and am wondering whether it is possible to be able to click on an swf link, but that it spawns up a flash player window to run the swf, and not try running it in internet explorer.

I know I can create a projector, but with most peoples firewalls, this wont allow the exe file to grab the xml files that I am using from my website.

So how can I make Flash player run my app outside of internet explorer, without having to download it first?

I hope this makes sense, please ask if you need more info.
I am using Flash 8, and Actionscript 2.0.

Many thanks,
AVThree.