You don't necessarily have to scale anything in the finished file. If you are going to use the swf in a web page you can just change the dimensions specified in the html embedding code.
you can use shift-mousedown-drag to select multiple frames. but i think it's easier and fool-proof to load your current swf into a main swf where your loader (as3) or target movieclip (as2) is scaled.
The plan is to upload it as a video on youtube.
I think it converts everything to .FLV, but I have not tried uploading with .SWFs yet.
It's good to know about shift + drag,
but for the whole project it seems to have the same results as Edit>Timeline>Select all frames
which also seems to only scale the last keyframes >_<.