Hi, mmm, I worked on a project like yours (or it seems)...
-I can't find it back i my archives, but it exists a piece of code which you can be put at the beginning of your code, preventing for cracking. But Idon't know about his real efficiency (maybe for newbies swf crackers only?)
-exe change nothing in the crack because they are utilities which can extract swf from an exe ( I haven't tested it...)
-I think lot of exe files do not look more profesionnal than swf,
the only reason to use it, is the need to load multiple windows in a local use.
-With the programm Juggler you can embed all the other swf's (and more) into your main.exe.
I hope it will help you.