In this Macromedia Flash tutorial you will see how to make a simple button down with a button down change effect.

1.
Start by drawing a shape with the oval tool, on the stage as in the image below.

2.
Use the gradient transform tool to rotate the gradient to vertical as in the image above.

3.
Make a copy of the shape, scale it down as shown below, then with the gradient transform tool rotate the gradient so it goes the opposit way as the back shape.

4.
Now select the copied shape and right click, choose convert to symbol and convert it to a movie clip.

5.
select both shapes at once, right click and choose convert to symbol and convert it to a button.
Double click the button to get to its timeline.

6.
Now in the button time line, right click on the frame called button down, and create a new keyframe.

7.
Now we will go back to the first keyframe and make some changes.
So select the small oval shape and go to the filters properties and give it a drop shadow as shown below.

8.
Go out the the main scene, and play your flash movie, and click the button.