tl;dr: you're not doing anything wrong. You can't use that file. Look for an SWF file instead.
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An
.fla file is a
source rather than a
product. It's something created by a Flash modder, intended to be used by other Flash modders.
An FLA file can
usually be compiled into a ready-to-use SWF, but this isn't always true. Modders will sometimes share
incomplete files -- because they're seeking input on a work-in-progress, or because they've abandoned a project and they're inviting others to finish it, or because the file contains useful tutorial or template guides (
example).
If you're discovered an obscure FLA file then you can contact a Flash modder (i.e. anyone who has created a thread
here) for assistance. In most cases, there will
already be a SWF file which corresponds to your SWF. This is true for the works of
@dantethedarkprince (who released a giant FLA collection).
P.S. You'll occasionally discover files which carry the .mod file extension (example). These are just SWF files which have been manually renamed. They can be used with the SDT Loader (which will automatically recognize the mod extension) but not with the vanilla SDT game. The special extension is intended to "protect" vanilla users from accidentally opening a file which they can't actually use.
If you'd like more background information about SDT mods and how to use them, then please take a look at the
Newbie Guide.
