Check out the FLA to popup a simple alert in Fireworks
In Flash, be sure to change the SWF publish settings path (File > Publish Settings) to the directory below and use Shift-F12 to export the swf to be tested in the Fireworks environment.
C:\Program Files\Macromedia\Fireworks MX 2004\Configuration\Command Panels
Note: After the swf has been published to the directory above, access the flash panel in Window > Alert
While debugging the flash panel, you can update an "existing panel" that has already been loaded into FW (fresh boot), but if you decide to create a "new panel" while Fireworks is open then it will not work properly. Close and restart FW to load the new panel. A workflow I use to update an existing flash panel is to close the panel in FW then reopen it (Window > Alert), and the changes will be reflected w/o restarting FW.