It's all in your HTML, or in your case what's NOT in your HTML.
You need to come up with proper html code to enable this function. Look at any Flash site and go to "view/ source " to view the HTML that was created to get the flash movie to play. If you are not familiar with HTML, I suggest looking up some tutorials to help you out.
Right now your HTML is this:
<title>Index of /</title>
<h1>Index of /</h1>
<ul><li> <a NAME="mainmovie.swf" HREF="mainmovie.swf">mainmovie.swf</a>
which is basically nothing...
so I suggest start with your HTML. Go and see how other sites do it. If you still have trouble, post a reply and I'll see if I can scrounge up the exact HTML that you need.