Location: Francesville, IN USA
The solution here was to place the .swf file on a web server and reference it by http://. I couldn't get it to work but support also said that putting it on a network share and referencing it by file:// would work too.
You can also place the .swf file in your "...\SysAidServer\root\" folder and then you can use only the name of the file in your links.
For an example, If you have a file "file.swf", you can place it in the "root" folder and then when you place the link simply type "file.swf".
Make sure that you type the name of the file correctly (including the extension) since this is a case sensitive...