It's not always as simple as exporting to avi, because if you're using something like a scripted camera it won't export how you want it.... and the original question was swf to mpg4 which doesn't necessarily mean you have the fla file. Well there's a program called swf2avi pro which does just as it says. And mpg4 doesn't mean it needs to have a .mpg ending. You can encode mpeg4 avi files (which are recommended for submitting to sites like youtube) I don't know how much sense that made but I suggest sniffing around some torrent sites for swf2video or even paying for it (why not eh?) Also make sure you have the Xvid mpeg 4 codec.
Having just checked on flash, IF you don't use any scripted cameras and you DO have the fla file, once you have installed the xvid codec, you can export straight from flash using it.