Well you dont require the swf files, UNLESS you are loading them externally. If your main swf file contains everything then you shall not need to include the swf :).
But like I said if you are using external files just include the external files and not the main swf file as the projector exe will do that.
In reference to the mac platform, I am unsure in this area of it, as I am a PC user. But I am sure you could add two forms of autorun, as I am sure MAC will not recognise the pc type and the pc will not recognise the mac type, so you can add two versions on the CD.
At run time, you will find that if on a mac - the mac file will launch and vice versa.
Any how I am sure you can test it for yourself and see the results :).
All should work out just fine.
I would love to hear from you if all was a success, which I am sure it will be.
PS - there is also third party software out there that may interest you. This software removes, for example the title bar and any flash notification, its quite cool, but I found that it made my projector run slow, but maybe this was becuase I was using a trial version.
Anyway have fun.
Hear from you soon