While this may seem more like web programming than animation, it's still essential to understanding web design in Flash--and the amusing thing is that when you think about it, it is a form of animation. What else is our Flash web page but a four-frame animation that we control the playback on by moving between frames using buttons?
To start off with, I've selected several images to go on my "Portfolio" page, which is where Im going to display my gallery. For each of those images I made a smaller thumbnail--a miniature preview of the image that the user can click on to view the full-size image. Thumbnails are convenient for web design because they're small in size but still show enough of the image to let the user decide what they're interested in clicking on without using tons and tons of bandwidth.
I've used Photoshop to make my thumbnails, but you can use any image editor that you're comfortable with.