The common way that what you are talking about (sometimes known as smart URLs, the SEO friendly ones), is by using the Apache rewrite module (takes you to a page other than that displayed in the address bar).

The ability to change the URL with JavaScript is done via the window.location property, but setting this value will actually take you to that url (I have never seen it be able to change the displayed url without actually taking you to it)

I am not familiar with SWFAdrress, but the only way I am aware of displaying any other address in the address bar is the Mod Rewrite.

Any one else know more about this?