I don't use mx04.. I use mx or v5 .. but I'm guessing it's the same.
I find the simplest way is to draw a button and keep it in my library ..and then resize it whenever I need it.
simply draw a shape using the tools over the area you want your "hotspot". once it's the way you want it, convert it to a symbol, and specify you would like it to be a button symbol. Inside the symbol - copy the frame across so that the over,down and hit are all the same.
now.. when you put the button in your movie where you want it. simply change color: Alpha to 0% - hence - an invisible button - apply your actions to it accordingly (eg: getURL or whatever)