First, draw a rectangle on a new layer above all other layers and then select it and convert it to a MovieClip (Modify -> Convert to Symbol -> MovieClip -> OK).  Then, in the Properties panel, assign it an instance name where it says <Instance Name>... "btn" will work fine.  Be sure to have the layer it is on extending the full length of your timeline.  Then resize your movieclip to cover most of the stage area.  Also, in the Properties panel, in the ColorEffect section, select "Alpha" in the Style dropdown and set the value to 0 in the slider that appears.  This will make the button disappear, though it will still be there to interact with.
 
Then, select frame 1 of an Actions layer (create a new layer for this if you don't have one already), and place the following code in the Actions panel while the frame is selected...
 
stop();  // this will stop the movie from playing at the start
 
btn.addEventListener((MouseEvent.ROLL_OVER, playMovie);
btn.addEventListener((MouseEvent.ROLL_OUT, stopMovie);
 
function playMovie(evt:MouseEvent):void {
     play();
}
 
function stopMovie(evt:MouseEvent):void {
     stop();
}