I have tried several times to save files from internet as well as being sent flash files, right clicking does not help. I do not create these files (nor know how to!)

Well if you want to create flash content (cartoons/etc) then you'll need Flash
8, which you can download a free trial from this site infact:

http://www.macromedia.com/cfusion/tdrc/index.cfm?product=flashpro

And as for saving content, there isn't really an official way of saving flash
content from IE to your PC like you would an image, unless the site gives you
the option to download it. But then again I always thought .swf were designed
so that you can't save them to your PC, just view them from the site.