What is the particular security error you are seeing? Are you trying to record to a file (flv?) and there is a write-permission problem? If that is the case, you have a couple of options:
1) Run the EMS as Administrator (shift+right-click -> run as Administrator)
2) Set appropriate permissions on the targetFolder you are trying to write to
For the crossdomain.xml, what exactly are you trying to achieve? Do you want a domain redirect/aliasing? Can you give us your use case?