If you have a flash FLA file that shows the FLV movie you can add a button inside the FLA file. This button can be given an action to load the URL.
on (release) {
getURL("http://someurl/");
}
To make the button transparent you can place a square inside it that is moved to the hit-area frame of the button.
I think it would go too far to explain into depth with pictures how to go about in stackoverflow.