I think henke meant to say flash.net.sendToURL
as the way to send data to a URL, however URLLoader is also capable of sending data to a URL as well as getting a response, you don't have to do anything with the response or show anyway in the UI.
As for your sandbox issue, yes, the only SWF publish sandboxes allow local files only or network only, not both at once. However you can add a SWF to a local trusted sandbox if you can get the user to run an installer which sets the desired SWF as local trusted (I've never done this personally), read more here:
Probably the best route for a local application, though, is to use AIR. AIR applications must be installed by the user and can access both local and network.