The two relevant files - twitFeed.php and crossdomain.xml will need to be uploaded to your site for the twitter widget to work properly. The crossdomain.xml file will need to uploaded to your root folder(the same as your index.html) in this file you will see the following line:

<allow-access-from domain="www.twitter.com" />

this obviously allows communication to your swf from twitter.com. If you want to allow access from any other sites just add another line with the same info.

The twitFeed.php file needs to be uploaded to the relevant location dictated in the url defined in your actionscript code for the twitter widget swf. This file streams the relevant information from twitter.com to your swf. Doing things this way bypasses twitters crossdomain policy as it is a php file requesting the information rather than a swf and gives you control over which sites have access to your swf.

Hope this is explained simply enough, any problems please contact me at shanej@ultravisual.co.uk.

Happy flashing!

Shane