Adobe Flash: How to join several separate .swf files into one .exe file? - actionscript-3

Question

Noob ask:
I have many separate .swf files, they are like stairs..
for example:
menu.swf load scene1.swf
scene1.swf load scene2.swf
and so on...
There is a button in menu.swf to load scene1.swf and there is a button in scene1.swf to load scene2.swf and so on...
*every .swf file has it own code, I use Adobe Flash CS6 and Actionscript 3.0
I use loader to load those .swf file
var myLoader:Loader = new Loader();
var intro:URLRequest = new URLRequest("Intro.swf");
myLoader.load(intro);
addChild(myLoader);
My problem:
When I create project on menu.swf to menu.exe... press the button... it can't load any .swf file.. T-T"
so.. what should I do..?
here is sample of my project:
https://drive.google.com/folderview?id=0B7S5VF_EUl_dbEg1WmNCYVBfQTA&usp=sharing
*based on my project Little Red Riding Hood.swf is the main menu. It works fine when I run it with .swf
Edit:
This is my full code of the menu, perhaps anyone can help me out.. ^^
*this code works fine when I run it with .swf
btnRead.addEventListener(MouseEvent.CLICK, read);
btnPlay.addEventListener(MouseEvent.CLICK, read);
function read(event:MouseEvent):void {
var myScene1:Loader = new Loader();
var scene1:URLRequest = new URLRequest("scene1.swf");
myScene1.load(scene1);
addChild(myScene1);
}
btnAbout.addEventListener(MouseEvent.CLICK, about);
function about(event:MouseEvent):void {
gotoAndStop(4);
}
btnScene.addEventListener(MouseEvent.CLICK, scene);
btnScene1.addEventListener(MouseEvent.CLICK, scene);
function scene(event:MouseEvent):void {
gotoAndStop(5);
}
import flash.system.fscommand;
btnQuit.addEventListener(MouseEvent.MOUSE_DOWN, closeApp);
function closeApp(event:MouseEvent):void {
fscommand("quit");
}