If you directly convert your video to swf file, the resulting swf file will display on web page without any control buttons, such pause, stop, play, mute...
I will prefer to convert the video to FLV, then make a SWF player to play the FLV. You can use Adobe Flash CS3 to make a SWF player.
If you think it is too tecnical, you can use this flash video player maker, it is much easier to use than Adobe Flash CS3.