Can anybody help me how to convert .swf file to .wmv?? Actually I am getting a directory structure when I download some conference record like this:
-root
       -lib
            -many .swf file (contains all flash files )
            -.mp3 file (audio)
            -other  files (.png, some .xml etc.)
       -autorun, (file)
       -index, r (file)
       -readme (file)

If i convert indivisual .swf file to wmv its taking my days. Is there any tool that can take this directory structure and convert it to .wmv mixing all files from lib directory?? 

You may follow this step by step guide to convert a compressed SWF to WMV at http://www.idealshare.net/video-converter/swf-to-wmv-converter.html

This guide alaso can convert SWF to AVI, MPG, ASF, FLV, GIF, MP4, MOV, OGV, etc.

I also meet your issue, though many of the SWF announced to support converting SWF files to other video format, they failed to import or convert them.

Luckliy, i finally find a workable SWF Converter which can successfully batch convert SWF to WMV, MP4, MOV, AVI, FLV, WebM, GIF, etc on Mac or Windows.

View here: http://www.faasoft.com/articles/swf-to-wmv.html

Hope it also helps for you.