SWF files on iWeb pages

I'm all new to this (just published my first page today.) I'm trying to put SWF files on my page but it's weird. They appear just saying "swf" when I publish them, but if I click on them they open a new page and run. But I want them to run automatically on the pages that I place them on.

Someone sent me a tutorial on how to do this, but it seems like it's for an earlier version of iWeb (has .mac in a pull down menu, as well as "publish to a folder" which mine doesn't show. I just bought my iLife last week.)

Hope I'm stating this clearly, LOL.