If you've embedded the SWF, then there shouldn't be security issues as they are embedded and not external.
External SWFs should always load (you can check "progress" and "complete" events) but may not run if they are in a security sandbox and aren't designed to handle the restrictions..
how can I check the "progress" adn the complete events?? adn waht do you mean by saying "may not run if they are in a security sandbox and aren't designed to handle the restrictions.."?
SWFLoader dispatches those events if the SWF is external and not embedded.
Here's one article on security sandboxes. http://help.adobe.com/en_US/as3/dev/WS5b3ccc516d4fbf351e63e3d118a9b90204-7e3f.html
Various APIs are documented that they are not accessible from another sandbox. Some SWFs don't handle that.