If you plan on placing a live widget on your site and if you plan on hosting content required in the widget (e.g. feeds, skins and graphics), you will most likely require a cross domain policy file in the root of the (sub)domain that is serving up the content.
A cross domain policy file must to be placed on said (sub)domain to give permission to communicate with thespringbox.com (the domain from which the widget is served). This will allow the Widget to load and read the files from your server when running inside a web environment.