I make menus like this a lot. Pure class code is much better than what I am going to suggest. I fully agree with esdebon on his statement about frame changes. In case you do want to use frames this is what you do. create a seperate keyframe and name the frame menu. You could have a frame menu and a frame play. Don't create a frame for credits, rules, sound control, etc. That can all be handled within the menu frame. I know this isn't seamless like esdebon mentioned, but it does cut down on the use of frames. Have everything set in the menu page in functions, so if the user clicks credits they will have hit the credit.addEventListener(MouseEvent.CLICK,credits); and will be in the credits function. When someone clicks on credits you don't want the main menu to be showing so you will want to make those objects invisible or remove them altogether with removeEventListener and removeChild. the credits function should have everything you need for credits, including a button that takes them back to the menu function.
I know that someone is going to say this is sloppy code, but it is much better than creating ten frames when you can do it all in two frames or in one frame. You could have the play function on the same frame as the menu. When the user clicks play they would be sent to the play function and just work with everything on one frame. Classes are really the way to go if you are going to do this, but you brought up frames so I addressed frames. Do not create another scene. That is very expensive. When I say expensive I mean in terms of resources.
I hope my ramble was helpful. If you need classes covered, let us know.
