Don't understand why a lot of you users bother with Publish until you're ready to put your movie on the Web. That's when you need to bother with Publish.
While creating your movie, test it with Test Movie under Control. Each time you test your movie this way, Flash creates a *.swf from your project file (.fla) in the same directory that holds that .fla.
If you Save as your *.fla on your desktop for example, each time you use Test Movie, Flash rewrites over the previous .swf, now also on your desktop. You then just double-clik this *.swf's icon to test your movie outside of the Flash application.
Once all done with designing & testing, then Publish the html file that will hold & display your swf. That's all Publish does! It doesn't create the movie... It just writes up the html file for you!
;-)