Is the file OK, not corrupted? does it open OK on other machines?
When you say " Flash and Shockwave Players installed" are you talking about the Flash browser plugin? If so, they are just that, browser plug-ins.
Try opening the file in a browser.
So, if I have a flash file on an end-users desk top, this is going to cause a problem because the basic end-user does not know to open the file in a browser. Aside from having the Flash client application installed, what needs to be installed for end-users to be able to distinguish the file as an actual flash file and to simply double-click it to open and play?
To run the file as a stand alone, "Publish" it as a Flash Projector file. It will self contain the Flash player needed to play the .swf.