Flash Animation 12: Exporting Your Animation as a Movie File
From Adrien-Luc Sanders, former About.com Guide
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Setting Your Publish Settings to Movie Format
The main thing about exporting as a movie file is setting your file format's options. You'll do this by opening File->Publish Settings, and then on the first tab make sure that the option Quick Time (.mov) is selected. You'll notice that a new tab labeled Quick Time will appear at the top of the dialogue; click on it to access the export properties for your movie.