The issue is that the SWF file extension is either not associated with any program or it is associated with a Macromedia program. You will need to change the association to Internet Explorer. Follow the steps below to do this.

1. Open any folder on your computer.
2. Go to Tools > Folder Options.
3. Select the File Types Tab.
4. Scroll down the "Registered File Types" list until you see SWF.
5. Click on the Extension to highlight it.
6. Below click on the Change button.
7. From the list of programs choose Internet Explorer and click "OK".
8. Click the "OK" Button.
9. Restart your computer.

Now you should be able to save the SWF files in the program.

If the file is still not saving, take a look at the size of the images that are inserted into the movie. Both size of the file and the Height and Width. We suggest keeping the file size of any single image below 100K. The Height and Width should be kept under 300x400 but above 10x14.

Finally, if you are still not able to save, try converting the JPG file to a BMP file. Most likely this will fix things and you will be able to save after inserting the BMP file.