a .swf file is directly porportional to what you put in it.
If you placed a car in a shopping basket the basket would weigh as much as the car does, am i not right?
Therefore your .swf will "weigh" as much as anything you put in it.
Try scaling down your content. Example: are you using Video in it, or huge images. Use Jpegs instead of 32 bit png files, or compress video before importing it into flash.
Also on publish settings there is a check box called "compress movie" that helps, so does turning down the quality of the overall .swf in publish settings too!