The .fla file you have saved is like a project file which is editable. To save your movie as a .swf file that you can use on websites, send to people etc. you need to go to File > Export > Export Movie... (Shortcut - Ctrl + Alt + Shift + S). Once you choose your filename and location, Flash will ask you to select your settings. You can change the JPEG quality, compression and add a password etc.
Best of luck with Flash champ!