Don't worry. We all try and learn ;)
What I'm trying to explain is that you do not need so many plugins to get the result you want. Only Easy FancyBox, an image that will serve as thumbnail and an SWF file...
1. Go to Settings > Media and change the Thumbnail size there to Width 200 and Height 145 (corresponding with the thumbnail sizes you are using now or whatever other size you like, you'll only have to do this once)
2. On that same page under the FancyBox settings activate SWF (you've already done that) and scroll down to the SWF section and give it the default size you need your movies to play in.
The steps to insert a movie:
1. Open a (new) page for editing and use the Add Media button to upload the SWF file to your media library. But instead of inserting the file into the page after uploading, just select Link to: Media file on the bottom/right and copy the file location that you see there.
2. Then upload the image (original size does not matter, there will be a thumbnail created automatically) that you want to use as thumbnail and give it these settings:
- Title: (a short title you want)
- Caption: (the description you want to show below the thumbnail)
- Align: left
- Link to: Custom URL and then paste the swf file location you copied before in the field below it
- Size: Thumbnail
And then hit Insert.
You should end up with something like http://demo.status301.net/easy-fancybox-sandbox/pop-flash-fizz/
All this does not involve any other plugins. And disabling plugins that you do not use will benefit the speed of your site :)