Using Projector with multiple SWF files in Flash

I am new to the flash and having a question regarding the proejctor. I have multiple SWF files in the same directory and a main.swf is used to load other swf files using buttons. When I create the executable file (.exe) using the projector in the same directory, everything works. When I move the executable file to another computer, then only the main page shows up. A blank page shows up when I clicked on the buttons. Do I need to copy all the other swf files with the executable file? Or is there some way the projector can combine all the swf file into one executable file?

Thanks in advance
David