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I believe the whole 'floating' thing, is created with javascript which causes the 'window' to appear floating over the window that the user is viewing when the ad launches. Or perhaps DHTML.
I do know you could create that with javscript in IE when a user has the flash plugin & javascript isn't turned off - just launch a new window with the swf file, and strip the window of everything related to navigation, borders, toolbars, etc - so that it appears the swf is the only thing there is to see there.
Please consider (if possible with your Client) neither using flash (kind of 'odd' that one needs flash to get information on the download status) nor popups. Download status windows/popups are usually handled by the client/browsers themselves.