@Michiel is correct to create a button but the code for ActionScript 3 it is a little different - where movieClipName is the name of your 'button'.
movieClipName.addEventListener(MouseEvent.CLICK, callLink);
function callLink:void {
var url:String = "http://site";
var request:URLRequest = new URLRequest(url);
try {
navigateToURL(request, '_blank');
} catch (e:Error) {
trace("Error occurred!");
}
}
source: http://scriptplayground.com/tutorials/as/getURL-in-Actionscript-3/