Linking swfs or exe files?

Question

I need help with a Flash AS3 project that includes about 30 videos. I needed to break it in smaller pieces because it is a large file (over 300 mb) and every time I wanted to publish the entire project flash crashed.
Here is my test:
I have two exe files that should link back and forth.
Intro_YIM.exe, which has a button that links to Videos_FrontPage_YIM.exe
Here is my code, which is in Intro (button name= nav_4).
nav_4.addEventListener(MouseEvent.CLICK, gotoVideoFront);
function gotoVideoFront(event:MouseEvent):void {
  var url:String = "Videos_FrontPage_YIM.exe";
  var request:URLRequest = new URLRequest(url);
  try {
    navigateToURL(request, '_self');
  } catch (e:Error) {
    trace("Error occurred!");
Problem:
The link seems to work, but there is a message that says save or run. When I click run, there is another message that says the file can't be open.
Questions:
1. Is there a better way to handle links using executable files using Flash CS5 and AS3?
2. If swfs were used, how can I have a main page displaying all other swfs as they are linked?

Answer 1

Kglad:
Yes, initially I thought that exe files was the way to go. However, I've been searching for options and found that by using the class Loader, I can load swfs files instead of exe files.
Here is what seems to work with only swf file:
var my_loader:Loader = new Loader();
nav_4.addEventListener(MouseEvent.CLICK, startLoading);
function startLoading(e:MouseEvent):void {
    my_loader.load(new URLRequest("Videos_FrontPage_YIM.swf"));
    addChild(my_loader);
Problem: I have a interface, which loads all other files by way of buttons. For instance, nav_4 button loads the file Videos_FrontPage.swf. When this movie loaded, the interface was also gone.
How can I keep the same interface and still be able to load all other movies?
Your help is appreciated.