well im no flash head but as far as i know you have to enable it as a web button
im trying to learn some flash basics and when i watched this tutorial the other day there was a part where he made something a web button to enable it to become a hyperlink. its around half way through the video
Flash Rollover Buttonalthough he also speaks that some functions are only available in action script 2 so you may have to convert your work over to action script 2 to get some hyperlinks running.
although dont take my word as gospel! others here know so much more then me