Thanks for the hint Anoop!
Strangely, the software I'm using is very similar to the one you suggest (almost the same interface but with a different name). So I wondered why wouldn't it work and I tried a new basic slideshow with all the default options and it worked!
After further investigation, it seems that when I choose the option "Remove control buttons" the swf file is not loading. But sometimes it doesn't load at all, even with the controls on (I have to save the project on AIRStudio and restart the station for it to load again -> bug?)
Also, longer slideshows seem to be more problematic that short ones.
Anyway, when it loads it works perfect and that's a big step!