I dont think it is possible. What you can do is load the swf file and then goto Frame 3 like this :
I want to load the other file from a specific frame not the first one.
If the keyframe is quite heavy in graphics,then you can make a swf out of it and load it.
var mymc:MovieClip = this.createEmptyMovieClip("mymc", this.getNextHighestDepth());
You can unload any loaded swf file by using unloadMovie API i,e in above case :
I also want to close the main SWF file when loading that frame in the other file
Sajid Ali Anjum