You can pass the url into the movie via a parameter. However you need to get hold of that parameter inside the movie itself to load the page.
As far as I know theres no way you can do it externally. I think thats a good thing because otherwise you could nick swf files and use them without permission! For an example have a look at the way I pass the url into flash buttons (or banners) on this page -
www.web-connection.co.uk/links.php?category=1&desc=Sports%20Related%20Sites
If you look at the source of that page you will see -
value="http://www.web-connection.co.uk/other_logos/web-connection_backing2.swf?urlvar=Fisher Online Store&urldest=http://www.web-connection.co.uk/markgreat_link_out.php?uid=700"
AND ALSO -
embed src="http://www.web-connection.co.uk/other_logos/web-connection_backing2.swf?urlvar=Fisher Online Store&urldest=http://www.web-connection.co.uk/markgreat_link_out.php?uid=700"
The movie takes the url value and uses it to load a page.
In this particular case, instead of going direct to the page, the url gets processed and re-directed by a php script which counts the clicks to the destination page. But its the same principle if you go directly to the page you want.
You use the swf button of this page if you like. I think it will work if you pass in -
urldest =
http://www.whereyouwanttogo.com (ie go direct - not via the php script)
urlvar=Description to show on button
You should be able to find info about making transparent movie clips on adobe's site.