Matti, I believe Lukasz's comment is correct about it being a security error.
You can avoid this security error by embedding Movie.swf instead of using a Loader. If you do this, then at compile-time the Movie.swf needs to sit next to the Game.as file, and it will be included in the Game.swf (no need to deliver both files, just Game.swf).
The syntax is:
package
{
import flash.display.Sprite;
public class Game extends Sprite
{
[Embed(source="MyMovie.swf")]
private var myMovieClass:Class;
private var myMovie:DisplayObject;
public function Game():void
{
myMovie = new myMovieClass();
// Technically myMovie is now a Loader, and once
// it's loaded, it'll have .content that's a
// MovieClipLoaderAsset, and .content.getChildAt(0)
// will be your MyMovie.swf main timeline.
}
}
}
Alternately, if you embed it as mimeType="application/octet-stream", you can get the bytes of the SWF and use it in your existing Loader's .loadBytes() method:
package
{
import flash.display.Sprite;
import flash.utils.ByteArray;
public class Game extends Sprite
{
[Embed(source="MyMovie.swf", mimeType="application/octet-stream")]
private var movieBytes:Class;
private var myMovie:DisplayObject;
public function Game():void
{
// Treat this loader the same as your current loader,
// but don't call .load(url), call loadbytes():
var l:Loader = new Loader();
l.loadBytes(new movieBytes() as ByteArray);
}
}
}