I just got a SWF ad to play in a WordPress header by doing the following:
1. I created a new html page in Dreamweaver.
2. I imported the SWF file to the page.
3. I switched to Code view and copied-and-pasted the code.
4. I pasted the code into the appropriate place in the WordPress header template.
5. I manually added the a href link code around the entire piece of embed code.
Worked for me. ??