Regarding your first problem, you have to decide if your image/text will be in HTML or in flash. If it's HTML then using the GET URL action will go to the next page. The parameter for the GET URL statement would be the address to the new page.
If your next image/text (you will have to import your image into your flash movie) is using Flash then you will use the "goto and play" statement which will allow you to move the playhead to a frame/scene and start playing.
Either way to add an action simply select the button, choose Modify > Instance and select the Actions tab. To add an action just click on the (+) plus tab.
In terms of your next question...
"Also i would like to know how you can stop
the LOOP in an movie because these buttons are playing in a movie first and then they have to stop at the end so you can push them"
To stop the loop add a "stop" action in the relevant timeline (in your case it appears to be the main timeline)