Is your SWF hosted on the same domain? If so, is it being served over HTTPS as well? If the answer is no to either of those questions, you'll need a crossdomain.xml file at the root of the server hosting the service you want to call. You might check out this Adobe article on the subject.
For example, this would allow a SWF served over HTTP on example.com to access HTTPS services on your server:
crossdomain.xml
<?xml version="1.0"?>
<!DOCTYPE cross-domain-policy SYSTEM
"http://www.adobe.com/xml/dtds/cross-domain-policy.dtd">
<cross-domain-policy>
<allow-access-from domain="example.com" secure="false"/>
</cross-domain-policy>
Ensure that the crossdomain.xml file is accessible from the root of your domain (ie: http://myserver.com/crossdomain.xml).
Hope that helps.