Did you use the publish feature in Flash to export the .swf and html file for it?
Also, on some servers, the .swf file must reside in the same directory as the html file that emebeds the Flash movie (.swf)
I dont know why this happens but on the server i use, i must have the main flash (.swf) file in the same directory as the html file. Weird i know. But all submovies that may be loaded into a main movie can reside any where on your server and be loaded fine.
Next question, may sound stupid but are you using Netscape as your browser? If so, have to embeded the flash in to a Table?
If you have this can some times cause problems and just make the black box appear. Try removing the table and just embeding the flash normally.
Whats the URL and I can take a look for you.