Well, I usually use (once again) the behaviors panel. For buttons, there's a Click event. For most other things, use the Release event.
Of course, you can skip the Behaviors Panel if you know ActionScript.
In the ActionScript for the object, I think it looks something like this:
on(release) {
//the action you want to occur, such as "Go to Web Page"
}
HTH,
Snib
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