If you are using a movieclip symbol as a button, as opposed to using a button symbol, you need to design it to have the different stages of interaction, which includes creating code to make it react to mouse events. You'll need to describe what you are using for that button.
and another: http://www.smartwebby.com/Flash/advanced_buttons.asp
any of these methods will show you how to create and use button states in a movieClip.
One more post about movie clip buttons: http://flashthusiast.com/2008/10/19/movie-clip-buttons-in-a-fight-its-as2-vs-as3-again/
You can also create additional states, like "_visited", and write a couple lines of code to have the button display that state after the user has clicked it.