Watcha' do is you make a button that has what you want it to look like, and you put it one frame before everything else. Then, on the same frame as the button you just made (But on a different layer), put this code:
That will make the Flash file, literally, stop before it goes past that frame. Then, assuming you gave you "Start Game" button the instance name of "start_btn", you would put this code right below "stop();
That will then make it so that when you click you button, and release it, the Flash file will go to the next frame where your game is. I'm assuming that you're an amateur at Flash (Sorry if you're not, and no offense anyways), so that is why it's so simple.