Flash EXE Builder 1.0 lets you create autorun applications from SWF files using Flash technology tools like Adobe Macromedia Flash, SWISHMax or KoolMoves, and saving the result as an EXE and generating an autorun to be run from a CD or DVD.
To work correctly you need to previously install DirectX 9.0 or later, and if you don´t have it, you can download it here:
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Link.