I need to have a button in the down state when it?s corresponding SWF file is loaded, and have all other buttons remain in the up state.

You could make your buttons from movieclips with three frames which must be
named "_up", "_over" and "_down". Each frame would show the state of the button
that corresponds to the frame. Then, here is how you would code your movieclips:

// define a variable that can hold a reference to the currently clicked button
var currentlyClicked;
// add button action code
firstBtn_mc.onRelease = function() {
currentlyClicked.enabled = true;
currentlyClicked.gotoAndStop("_up");
this.enabled = false;
this.gotoAndStop("_down");
currentlyClicked = this;
// add you swf enabling code here...
};
// keep adding the same code for all of your buttons
secondBtn_mc.onRelease = function() { ... };
// etc., etc., etc.

Hope this helps,

Albee