I believe this functionality is only available in Flash 8 or earlier, since after that the ability to invoke that dialog required to be spawned from a user input request. This is a very old and beaten horse, and Flash is pretty lame anyhow.

This is done by invoking an ActionScript API or piping script to be executed in the Flash engine. But, as I pointed out before, Flash 9 and later will only honor this if it's generated from a user input event.

Cheers,
Kris