Let's start by creating a new Flash Document and creating a new button symbol. I will create a rectangular button with a little shine on the top. I also want my button to have rounded edges so I choose the rectangle primitive tool from the tools menu.
I create a rectangle of 200x70 size and from the properties panel I set all the edges to 5px roundness. I select the rectangle and press ctrl+B to break it into a drawing object so that I may edit it.
Now comes the trick bit. I create a new line on above the rectangle and I bend it with the cursor tool so that it comes over the rectangle.
We have done this step because we want to divide the rectangle fill into two parts so that we may fill each part with a different color.
Now I fill the fill 2 with a solid red color.
For fill 1, I fill in a linear color with two shades of red. The I press F to select the gradient transform tool and rotate the linear color so that the lighter shade is at the bottom. This will give our rectangle the shining effect.
At this point we can remove the lines that we used to divide the fill.
Now for the Over and the Down states of the button you can just use the gradient transform tool to move the gradient up and down and give it an effect of the shine moving.