That means the plugin in particular, yes, since it can give attackers access to your computer while you're simply surfing some website. To run apps on your desktop you have to download them first, so at least you know what you're running and where it's coming from.
@NosyCat im not talking about the animating software,im specifically talking about the desktop program specifically made for running downloaded SWF files
Yes, that's what I'm talking about as well. It gives SWF files access to your entire machine, so if you play one with malware in it, you're pwned. Same as with any other app you can download and run, so it's as secure (or insecure) as anything else.