Or you can use flash to detect flash:
Make a tiny movie, and in the first frame, put in a redirection to the page which contains your actual movie, and add a meta refresh to the html page containing this tiny movie and set it to 5 seconds to redirect to another page telling the user they don't have flash.
When someone with flash goes to the tiny movie page, the movie will load and redirect them to the flash site. When someone without flash goes to the page, the flash movie can't load, so it does nothing, but the meta refresh tag will redirect them to a page telling them they need flash and how to get it.