Well as a Flash Designer i can inform you about two things regarding this or
better, what could be the reason for this:
1. the file you downloaded is only the preloader not the SWF file with the
game itself.

or

2. Due to the fact that the game does not recognize a file that is needed,
it does not start. This could be for example that the game does not find a
highscore saving or similiar php or xml file.

Try this solution:
Press and hold somewhere on the "loading" scene you see until the context
menu pops up. There you should be able to choose "Play".
See if that works!

By the way: though it is an online game, i made it to fit most perfect
to the 800x480 screen size: http://www.mojocafe.net/games

I will develop further games and Mojocafe Mojos in the future, but at the
moment have to work a lot, so no time for this sparetime project.

Greetings,
Carlos