Make the jumping from each buton to button in the movie clip (each 10the frame, and add a stop on frame 10, 20++)
then register a variable telling where the man was seen last : "last_button = first" <-- on the first frame of the movie. then when you click on button 2 (and the man is on button 1):
Code:
on(press){
   if(_root.last_button eq "first"){
       gotoAndPlay(2);
   }else if _root.last_button eq "third"){
        gotoAndPlay(21); //jump from third to second
   }
}
and when you want it to jump from first to third button:
Code:
on(press){
    if(_root.last_button eq "first"){ //man starts at first button
        _root.dont_stop_at_second = "yes";
        gotoAndPlay(2);
    }
}

and then on frame 10 (where he lands at the second button) have a check :

if(_root.dont_stop_at_second eq "yes"){
    //do nothing -> continiue to jump
}else{
    stop();
}
The rest should be easy to figuree out.