There are two different kinds of effects that come with SWfx.
The green highlighted ones are the Flash 4 effects and they take advantage of some of the more advanced capabilities that came with the release of Flash 4. These need to be used with the load movie action and can be loaded into a level, an empty movie clip, or a the Wildform Load Movie Lock Smart Clip. This is due to the fact that Flash is not capable of importing version 4 movies and above properly.
The non-highlighted ones are the Flash 3 effects and can be imported directly into the Flash authoring environment. I like to import them into their own movie clip for maximum flexibility and control rather than importing them into the main timeline or a level. There are about 70 of the Flash 3 effects and you can make your own quite easily, so you should be able to find one that will suit your needs.
If you are having any trouble, please consult one of the threads below before posting a new question.
How To Import Flash 3 SWfx Effects Directly Into Flash
http://board.flashkit.com/board/show...hreadid=121602
How To Load Flash 3 or 4 SWfx Effects Into An Empty Movie Clip
http://board.flashkit.com/board/show...hreadid=121605
