You might have created movie clip buttons in Flash CS3 or Flash CS4 (or Flash 8 or 7 or…) before to get those animations on your buttons. Either way, creating one would have proceeded a bit like the following if you used ActionScript 2.0.
* Create a button, and give it an instance name (in the following case, myMc).
* Along the Timeline, add frame labels _up, _over, _down, and _hit (if you want a hit area for the button).
* Put stop actions at each frame label, and change the graphics and/or add some animation at each state.
* Add this code to frame 1 in the actions panel:
myMC.onRelease = function() { trace ("You clicked me."); }
(For full instructions on creating a movie clip button, you can refer to something I wrote for docs waaay back in Flash 8 days here updated for CS3).
More after the jump.