Load a another swf movie into Flash player.

Create an empty flash document as you like.
Save and publish it.
Create a 2nd flash document as you like.
Save and publish it.

Note: Both are in same directory.

Open a first empty flash document.
Select the first frame and Press F9.
Copy the code below and paste it.

loadMovie("Your 2nd flash file name .swf", this);

Save and run it.