Usually this is an easy fix and the issue points to the cross-domain security where the player sandbox will not allow you to load data from another domain. The usual workarounds are listed here.
However today I ran across an issue where a person was still getting errors when the cross-domain policies were in place. The issue actually turned out to be related to SSL.
"I think we finally found out the issue. In test we use ssl but the prod names don't match up with our certificates, so you just have to click yes to continue and this has never caused us a problem in the past; however flash seems to care about the certificate not being valid for the hostname. We tried with actual production names that matched the certificate and it worked."
Just another gotcha to watch out for...