flash actionscript: I've a lare .swf file which once downloaded starts downloading dynamic
XML data. and these XML files are also very large.
so can i do something which can automatically save my movie ie my swf
to local disk of by visitors. something like cookies or SharedObjects
but this time a complete swf

this is also similar to installers made by MSN Chat or Windows Update
website which saves java objects or files automatically to our hard
disks memory when we visit them. after installing them once we don't

SWF files are cached automatically. As far as I know, there is no way to stop
it. Whether the user pulls the file from the cache or the server depends on how
he/she has set the browser refresh settings and nothing to do with Flash.