Deleted no, once the swf is published it is enbedded. There is a couple of solutions to your problem as far as I see it.
1. Build a small mp3 or clip player to control the sound (best plan)
2. Have all your site broken up into seperate movies and loaded in when needed. This way the sound can be on th main page and will not try to play again unless the page is loaded again, and once again build in a sound control panel
3. Make sure the load sound code is on a key layer by itself and that keyframe extends out as long as the movie, so if your movie is a total of 50 frames so is that layer. Then if that doesn't solve the problem pass a variable that tracks if it is on or not.
Hopefully this information helps.