You have created a banner.  I believe you have done this as a movie 
instance.  Now you need to create a new instance.  Create a button.  From 
your library(quick key f11) drag your movie clip(your banner) onto the 
stage of you button.  Now, by pressing (f5) you will extend the clip 
through the over and down states of your button.  Return to you scene.  
Drag you newly created button(that includes your banner) onto the stage.  
All you have to do is add the actionscript for onMouseRelease, get 
url. . . etc. . .
Good luck and have fun