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People still seem to use this tutorial, better check out Flash4beginners, it also covers this subject, only way better, and for mx2004 this time (this tutorial was for flash 5)
I neve made a tutorial, so here it is. My first tutorial ever. THIS IS FOR BEGINNERS ONLY! So don't blam this only if you think you know everything the is being explained. By the way, sorry for the filesize, i used a lot of bitmaps and they realy increase the filesize. Anyway i hope this tutorial helps you out so that you start making flash of your own. (i'm not english so there maybe a few grammar/spelling faults in the tutorial, sorry for that)