After you upload the imagerotator.swf to “wp-content/uploads” go to “options” in the gallery settings, in the top menu go to “slideshow” and hit “Search Now”.
That should detect the swf file and the warning will go away (meaning it worked).
It is important to hit “search now”, if you just write the location and hit “save” won’t work.
Also preferably upload via FTP, i’ve heard of errors when you upload through wordpress because it will place it in a subfolder.
Hope this helps.