Crossdomain files should go into the ROOT directory of your web server.
You can use theÂ http://centigonsolutions.com/tutorials/crossdomain.zipÂ as an example.
So if you are trying to connect to an external data file like .CSV or .SHP, and the URL looks like this:
You should be able to hit a URL that looks like this and get results.
If your server does NOT have a crossdomain.xml policy file, you can take the example we provided and put it on your server. That will allow your SWF file to communicate and consume data from the server.