Using external video files in MX 2004

I have a project that will need to incorporate several video files. From what I've read (and seen), MX 2004 handles video pretty well.

However, I'm having trouble designating local external files to play. I pulled some code from the Flash help files. Here's the sample code I'm using:

//*********************************************************************
// Create a NetConnection object:
var netConn:NetConnection = new NetConnection();
// Create a local streaming connection:
netConn.connect(null);
// Create a NetStream object and define an onStatus() function:
var netStream:NetStream = new NetStream(netConn);
netStream.onStatus = function(infoObject) {
      videoStatus.text += "Status (NetStream)"+newline;
      videoStatus.text += "Level: "+infoObject.level+newline;
      videoStatus.text += "Code: "+infoObject.code+newline;
};
// Attach the NetStream video feed to the Video object:
my_video.attachVideo(netStream);
// Set the buffer time:
netStream.setBufferTime(5);
// Being playing the FLV file:
netStream.play("002Interface.flv");
//*********************************************************************

If I upload the video file (002Interface.flv) to my website and change the last line to:

netStream.play("http://www.mywebsite.com/002Interface.flv")

...it works fine. I've also tried adding "file://" before the file name, but this doesn't work either. I get error messages in my "videoStatus" text box. I am publishing to version 7, so that's not the issue. According to the help files, this should work.

Any ideas? Help would be appreciated ASAP.