It will take some time and effort to identify the cause and find the right program to open the file, it's recommended that you use this Automatic File Opener to save your time.
The download process is usually painless and quick. Sometimes, however, it is better to avoid it. For example, when authoring an AIR app for Android. In that case, you might be better off compiling the RSL into your app. Otherwise, the app will require the Internet Access permission. Another example when it might be better to compile the RSL into your SWF is when the SWF will be loaded by another SWF. In that case, both the buit-in preloader and the download of the RSL may cause problems.
Just download our SWZ File Manager Player - Flash for free here.