1. From the INSERT menu choose symbol and name it btnSomething and choose the button option
2. Draw the button in its normal state on the stage. Center it over the crosshairs
3. Right click on each of the button timeline options: over, down and hit and insert a keyframe in each one.
4. Select the Over or Down states if you'd like and change the way the button will look when the mouse moves over it and when it is clicked (down).
5. Don't change the HIT state, but DO be sure it covers all clickable areas for the other 3 states.
6. Go back to the scene, add a new layer for the buttons on the top of the timeline. Open the library (ctrl-L) and drag a button onto the stage.
Click above for some button ideas.