[xInstinct]

When I go the the link for the SWF file, It asks me to download it. What I'd do is download the file to your computer, into the same folder as your new .fla file, and make your code;

var request:URLRequest = new URLRequest("chat.swf");
var loader:Loader = new Loader()
loader.addEventListener(Event.COMPLETE, addToStage);

function addToStage(e:Event)
{
     addChild(loader);
}

See if that works :)

xInstinct