It sounds like you are loading these SWFs using the file: protocol, not as an packaged part of your application (in which case one could use the app: UNC pathing scheme). These loaded SWFs are NOT considered application content and therefore are prevented form using AIR APIs to interact with the local file system. If you wish for these SWFs to be able to access the file system, they need to be part of the AIR app installation, in which case they are loaded as application content.
Jason "Dex" Graham
Thanks for the response. Is it possible to make them part of the AIR installation if they are downloaded after the initial player installation and they are also not located in the application directory, but in the user's document directory?
No, but using "sandbox bridging" you could selectively expose services and APIs from the application content SWF's to the untrusted content you load later. The following links to a document that can get you started: