Though I've never used it, you can use Ming to create flash with PHP, which has the advantage that it's both available on Unix and Windows.
To get the extension on Windows, go to http://www.php4win.de and download their version of php 4.0.4.
Ming documentation and some very nice examples can be found at http://www.opaque.net/ming/
And as far as I remember, it's possible to include gifs and jpeg (don't blame me if it isn't, i'm not so sure)with Ming.
Have fun!
Matthias