I tried doing the loader, and it didn't work.
That's relevant information, and it's
unreasonable to omit it when asking for help.
I keep getting this message "Error loading SDT.swf".
At which point you should have performed a standard
Search. You would have found many people with the same error message (dating back to 2012), and noticed that several of those threads gave you the answer that you needed:
Stop trying to run the game from within a ZIP archive.
Extract the files to a semi-permanent location on your hard drive. You'll eventually want to tinker with the files in order to install new Loader mods and adjust Settings, so leaving everything inside a ZIP file isn't feasible.