If you want the button to "toggle" between up and down states when clicked :
what you will need to do is insert the button into a 2 keyframe movieclip - put a stop(); command in each keyframe.
The first frame of the Movieclip to contain the button in its normal state , the second will contain the button in it's "clicked state" - you will in effect need to seperate buttons.
add a play(); command to each of the buttons within the movieclip.
In this simple form the button will toggle between on and off states.
In order to get it to address the maintimeline add other commands with _root.
e.g if you wanted the button to toggle between on and off and get the main movie to play :