There are two common causes of this:
1. Uploading the Flash (.swf) files in ASCII mode instead of Binary. When uploading the files via FTP, please ensure that the transfer mode is set to Binary.
2. Not setting the Quiz Site URL option properly in the control panel. Go to Edit Options in the control panel and make sure this option is set to the exact URL where you installed the software, without a trailing slash. Example: http://example.com/quiz