Yes you can use the Client.call but you will have to do it for every connected client you want to load the movie. So you will have to loop upon the application.clients array as it is shown in Adobe docs :

for (i = 0; i < application.clients.length; i++){
    application.clients.call("serverUpdate");
}

It does the same thing as Broadcasting but inside your loop you can control if you have or not to call the method depending on your clients properties (access rights, status, etc).

*******

With SharedObjects you can define one object with a property called "SWFUri" initialized with the value "false". Let's assume clients cannot modify it if you don't want them to perturbe you server-side system.

Then when you have something to load for the clients the server can change that property, assigning it for instance the SWF uri to load :

            soSWFLoader = SharedObject.get("SWFLoader", true);
            soSWFLoader.setProperty("SWFUri", "http://myserver.com/.../myfiletoload.swf");

This modification will be send to any client connected to the shared-object. Reacting on this modification it will load the SWF file :

        mySO = SharedObject.getRemote("SWFLoader", myNetConnection, true); // true is for persistance

        mySO.addEventListener(SyncEvent.SYNC, eventSyncPartie);
        mySO.connect(myNetConnection);

        public function eventSyncPartie(event:SyncEvent):void {

            var p:String;

            for (p in this._so.data) {

                switch (p) {

                    ...
                    case "SWFUri" :

                         if (this._so.data

!= "false") {

                              // loading now SWF file

                         }

                         break;

                    ...

                }
            }
        }