To embed a Flash movie

I have read a info in sites about this and all info is about embed a movie or images, but whan I open my pages I have to press to activate ALL page. Even If I drow a small circle I have to activate it. And ther is a big rectangle around page. I saw on to deferent pages the same advert. one was playing ok but second playing under rectangle. So if I would link to second one I will need to press advert. twise /two times/.
Why it is so?
How can I embed all flash file, well I think it isn`t good idea to embed all by one!