In the left-hand window, with your hierarchy of commands, you'll expand the first group (Actions) and then below that, expand Movie Controls. The main command that we're interested in here is the on command; this command, combined with parameters, defines the behavior of an object in response to mouse actions. Double-click the on command to insert it in the actions for this button.
You'll see the information above the actionscripting display window change to reflect the options for the on command, defining which mouse action will cause the button to respond. By default it inserts an on (release); this is the most common, because it mimics the typical mouse action of web browsing where a link is activated not when we click on it, but when we relax our fingers to release that click. If you used press instead of release, then action would take place the moment you clicked, without waiting for release.
We'll leave it on release, because that's all we need now. You can find the others here.
