Flash banner (AS 2) link is not working if I upload the swf file to my web and try to add it to my website.

It works when I have published the swf and html and preview it on the browser. At first the link was not working when I published it in htmls and swf, but then I changed the Local playback security to access network only. If I upload it to my web server through Filezilla then the banners animation works, but when clicked on, doesn't go anywhere anymore. Any suggestions?

Actionscript 2 code I'm using:

on(release){

getURL('http://www.example.com', '_blank');

}