• make a new layer for buttons
• draw an object/shape
• select that shape 
• convert it to a button (modify > convert to symbol > button
• Change the instance name of your button (in the properties window) to something you can remember
• Create an actions layer
• on frame 1 of the actions layer paste in the code below (you will need to open the actions window to do so, window>actions)
• change the code to have your instance name and a unique function name (same in both parts of the code)

done!

yourButtonsInstanceName.addEventListener(MouseEvent.CLICK, functionname);

function functionname(event:MouseEvent):void
{
stop();
}