Alright let me try to walk you through it step-by-step.
1. Make sure you are on the frame where the button should appear.
2. Be sure that there is a stop action somewhere to get the movie to stop on this frame.
3. In the bottom right of the main project window there are 7 icons.
4. You want to click on the second from the right. The arrow. It is the show actions button.
5. When the window opens it should say "Frame Actions" in the top right corner.
6. Click on the button that you created. The window should now say "Object Actions".
7. Under basic actions, double click on "On Mouse Event"
8. Under basic actions double-click on "Get URL"
9. Change the settings under each action to suit your needs.
The exact code should look like this:
on (release) {
getURL ("http://www.FILLINHERE.com");
}
BTW, Are you POSITIVE that the symbol you are trying to attach the action to is a "Button" symbol? If not you will have to do a little more to get it to work.