You need to do something like this:
HTML Code:
<object classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000"
  codebase="http://download.macromedia.com/pub/shockwave/cabs/flash/swflash.cab#version=4,0,2,0"
  id="flash" width="300" height="122">
  <param name="movie" value="my_flash.swf">
  <param name="bgcolor" value="#CCCCCC">
  <param name="quality" value="high">
  <param name="allowscriptaccess" value="samedomain">
  <embed type="application/x-shockwave-flash"
   pluginspage="http://www.macromedia.com/go/getflashplayer"
   width="300" height="122"
   name="flash" src="my_flash.swf"
   bgcolor="#CCCCCC" quality="high"
   swLiveConnect="true" allowScriptAccess="samedomain"
  ></embed>
</object>
The <object> tag is for IE and the <embed> is for firefox/netscape/safari