Hi again, how did you d/l and install the Flash Player? Did you use the "Install" button on the web page? If so it would automatically d/l and install Flash Player to your Windows directory, exactly where I am not sure as I do not have WinME, but probably to the Window\System32\Macromedia\Flash directory path. Flash runs as an add on to IE not as a stand-a-lone application so that is probably why it is not showing up in "open with". Are you trying to run the FLA file as a stand-a-lone file, if so may not work as the player is designed to open flash movies, etc. within IE. Not sure how to run as a stand-a-lone, but maybe someone else on the BBS can help out.
You could try to run it by opening it from within your IE browser by using: File>Open>Browse>change the Files of type to "All files" then browse to the fla file and click on open and wait to see what happens. Can do no harm, will either work or not.