Try changing your Flash security settings
My apologies if my response seemed insulting - this was most definitely not my intention.
However, i have tested this numerous times, and did so again just now. The Read Me instructions ask you to extract each zip file, then copy and paste the swf files in each of the Movies folders to the Start_Here directory. All the files are stored in the one directory, without any additional subfolders. If this is what you have done, then there must be another issue.
One thing you may want to try is modifying your Flash security settings.
Go here settings_manager04.html. And make sure that 'Always Ask' is selected, or choose 'Add location' and specify the location of the Start_Here folder. Once you've done this, restart your browser and try opening the Launcher.htm file again.
If you have not already, i suggest you submit a technical support ticket in case this does not resolve your issue.
Let us know if you continue you have problems.