OK - I needed to find out myself, so I'll just as well share it with you:
Instead of making a normal button you should make a movieclip with whatever animation you like both for the over and the out state. On top of the movieclip you place an invisible button (fill only the HIT-state).
See my example, where text grows bigger when you put your mouse over and smaller when you take your mouse away.
In the movieclip timeline I have the whole animation. From keyframe 1 to 10 the text grows bigger. In keyframe I have a stop-action to prevent the movie from running further. And then from keyframe 10 to 15 the text tweens back to the original size.
I have named the movieclip instance MCwebdesign and it is controlled by an invisible button. The script for the button is:
on (rollOver) {
_root.MCwebdesign.gotoAndPlay(2);
}
on (rollOut) {
_root.MCwebdesign.gotoAndPlay(11);
}
In the script for the rollover I go to frame 2 in the movieclip timeline to get away from the stop-action in frame 1. The same with the rollout, only now frame 11.
So simple yet with a great effect – and that's how we like it – innit