Hey there!

Yup - because Microsoft changed the way they activate ActiveX Controls as part of a web page, IE users need to click Flash in order to activate the control. This was something Microsoft had to do in response to a lawsuit -- more info can be found here.

The easiest and (IMHO) best way to ensure cross-platform functionality is to use SWFObject. Works like a charm and actually enables all sorts of cool stuff (like quick and easy introduction of variables, additional parameters, SEO-friendly Flash replacement content, etc.). It also allows you to use SWFAddress, which I'm beginning to find indispensable in my Flash projects these days.

Happy coding!

--eric