Cross Domain security issue with embedded .swf file

Hopefully an easy fix that someone can assist me with.

I have an embedded image (.swf) on my home page which lives on another domain.. This works fine, except for when someone views my site using Internet Explorer.

When using IE, any link on my site, including links that have nothing to do with the embedded .swf, when clicked i get a script error, saying access denied

An error has occured in the script on this page

Line: 1
Char: 1
Error: Access Denied
Code: 0

Do you want to continue running scripts on this page?

Whether you click on Yes or No, it continues on to the page requested...

This error does not occur at all in Chrome or Firefox.

I am guessing its some kind of cross domain security issue but no idea what i need to do on my site to stop it.. some extra code maybe?

Any help is appreciated.. thanks in advance