Oh man, bad memories. I used to get so frustrated with Internet Explorer* for doing this about 7 years ago. I was young then, 12 or 13, and had just gotten Flash for my birthday. I know it had to be 2004 or 2005 because the version was Flash MX 2004. I was young enough and it was long enough ago that I think I was using Internet Explorer primarily, and got terrible frustrated when they started using this default click-to-play behavior on my Flash creations. How dare they! It took me long enough to figure out how to embed them (I remember I tried using the <img src="" /> tag with a .swf file. HAHA!)
It was something to do with an "ActiveX control," I don't remember anymore. But you should have seen how angry it made 13-year-old-me, because my loud, annoying Flash creations had to be allowed their obnoxiousness by every user. Anyway, the point is I approve. :)
* I'm pretty sure it was IE, could be remembering wrong.