First lets set up our flash movie for this toturial, as we dont need the whole defualt movie size. We'll be setting our movie to 450 x 250 px. Yah, baby blue is good. To do this just inplace of my colors in the tutorial, choose your own. Yup, a button.
Lets start by creating a new button.
Select the box tool, and select a color, im using a black border size 1, and a grey fill. Make a button, oh say 1.5 inches long. Now we make our button, a button. We wont worry about the down frame, becuase it wont be used. Paste the button you coppied in the movie clips first frame.