SWF file content cannot be played together with its skin in Internet Explorer 6 and 7

Flash files (*.swf) can render well in Internet Explorer, but cannot be played together with its skin (control bar to pause/play/restart) in Internet Explorer.

Steps to reproduce:

1. Make sure that the Flash player plugin has been installed in your browser.
2. Attach the swf video and its skin to a page
3. Click on the skin attachment link
4. If accessed in Firefox (works in both version 2 and 3), both of the files will be played together automatically.
5. If accessed in Internet Explorer (version 6 or 7), the skin will be downloaded separately into IE's temporary internet files folder. When opened, the Flash player application will only show the skin without its content.