Hi Deb,
An .swf is actually a file that uses the Adobe shockwave flash player. You'd use an <object...> or <embed...> to play the flash.
I located a simple explantation page at Adobe support.
http://www.jeroenwijering.com/?item=Embedding_Flash
I note that Auctiva uses the "object" method for their Scrolling Gallery. In checking, it's possible you may need to use that method to avoid some browser issues. That article explains why.
Danno