Easy Peasy =D.

Ok first make a Play thingy , a box that says play. High light it with the Selection Tool , the right click and click "Convert To Symbol" Name it Play Button , and choose the "Button" Option from under the name of the symbol. Once your done that , if you test your movie , you can move your mouse on it , you can click it , but nothing will happen. First you need to click on the frame with the play button and type ( In the action script place) "GotoAndStop(frame number with the play button here)". Then once your done that , click on the button , and type in this "GotoAndPlay(The Frame Where The Animation Starts). Once your done that it should work.
If you want the button to look cooler , edit the Play Button , the where the timeline would be , press F6 and erase the colour(not the text) and choose another colour , then press F6 again and delete the colour ( not the text) and double click on the stage. THen when you test it out , when you move the mouse over the button , it will change into a different colour that you chose =) Have fun!
My fingers hurt =(