you could save a cookie the first time the user visits to show that the user has visited before. (http://plugins.jquery.com/project/Cookie)
Then when they return pass that value to the flash (using flashvars) so it knows only to play the last frame. (http://bowievanling.com/blog/using-flashvars-with-swfobject-20-and-as3/)
Using swfObject to embed your flash:
<script type="text/javascript">
var flashvars = {
iscookie: "true"
};
var params = {
menu: "false"
};
var attributes = { };
swfobject.embedSWF("myContent.swf", "myContent", "300", "120", "9.0.0","expressInstall.swf", flashvars, params, attributes);
</script>
in AS3 to load frameNumber if flashvar iscookie = true:
for (var fv in root.loaderInfo.parameters) {
if(fv == 'iscookie'){
if(root.loaderInfo.parameters[fv] == 'true'){
gotoAndStop(frameNumber);
}
}
}
Josh