you should have one main swf that loads all the others including your first chapter.
but, if you want to do it your way, you can use on the main timeline of each swf:
this.loadMovie("nextswf.swf"); // this.loadMovie("prevswf.swf")
Thank you Kglad! worked.
Just one more question: Is there any way to specify the frame that i want to load in the previous file?
Eg: I'm in the first frame of the file 2, and i want the "previous button" direct me to frame number 3 in file 1, instead of the frame 1 by default.
you would need to use preloader code (ie, start a loop like enterframe and check the _framesloaded property of the load-target movieclip) to ensure the needed frame is loaded and then use a goto applied to the load-target movieclip.
however, there's no way to do that if you continue to use code like this.loadMovie().