When moving flash mx shockwave files however I can simply only see a white box and the movie never seems to play.
By this do you mean while your authoring in flash mx, or when you are trying to view the swf file in a browser?
If while authoring, see if the pen/fill color is not set to white. It might be obvious but some people forget about that.
If your viewing it in a browser and you can only see a white space, then that's because the flash plugin you have for that browser is NOT the right version. To view flash mx files (published to flash mx format) you MUST have the flash 6.0 viewer!

Hope that helps.
Cheers!