Without actually seeing the FUN file I can't tell you what you're doing wrong.

If you can post the fun file it will help.

Just from looking at your site, it seems you're using the wrong code. It shouldn't be trying to open a new window. You're trying to load a new movie on top of the main one.

When you will also have to put code into the loaded movie so you can close the window.

Zip your movie, the graphics and any other piece of the movie file together and post it so we can take a look at it. I'm 100% positive that it can be fixed.