You must embed a flash movie in an html. Below is the code you need.
Code:
<object type="application/x-shockwave-flash" allowScriptAccess="never" allowNetworking="internal" height="275" width="400" data="http://address where the movie is stored">
<param name="allowScriptAccess" value="never" />
<param name="allowNetworking" value="internal" />
<param name="movie" value="http://address where your movie is stored" />
<param name="quality" value="high" />
</object>
Change the width and height to match your banner, where the "http://address where the movie is stored" is put the address where your movie is stored. It will look like "http://mysite.com/my flash files/myflashbanner.swf". You can put the <object> </object> in a div or whatever else pleases you.