I found that the links to a flash (swf) file work well in firefox, but not in internet explorer.

If you can't open the flash (swf) file in internet explorer 7 (ie7) even you have installed the flash player. The following solution may helps to solve the problem.

What you need to do is to uncheck the "active control"

1. Go to tools - internet options and choose advanced.
2. Scroll down to the bottom until you see security. Uncheck the "Allow active content to run in files in My computer"
3. Restart internet explorer.

It works well in my computer and hopefully yours, too.