I was more concerned wiith the import of .swf files.
On your Alpha problem, maybe this might help. If you export in a format that supports «Millions colors +» (The + stands for the alpha channel. Be careful, many formats don't support Alpha Channels). it should work, Unless you havae a full opaque background (like a Solid Color for instance), then you would get a full Alpha Channel corresponding to the size of your solid or background. You can verify the Alpha of your comp by pressing the tiny white square next to the Red, Green, and Blue square at the botom of the viewer. You should see a black and white representation of your alpha. If it's full white then you have an opaque background.
If you already knew that, no offense.