No valid crossdomain policy available to allow access

I'm pretty new to Unity. I've made a game server using uLink as pc standalone and everything is working when i build my game as pc standalone, but if i build the game as webplayer it returns me this error "No valid crossdomain policy available to allow access". Unity manual explained security of webplayer and i don't quite understand "Restrictions on accessing data on a domain other than the one hosting your .unity3d file". I've also tried to build my server as webplayer and it's not working as well. I've searched related questions and seems i have to add a crossdomain.xml, but where should i put it and how does it work? what do i need to do on the server side or the client side to make it work? Sorry if these questions seem trivial but i'm really new to Unity. Thanks in advance.