There may be no need to do that. If you want a Flash animation to overlay some video, then you could export your animation as 32 bit, which would be 24 bit color and 8 bits of alpha channel. To a video editing program that would be like receiving the world's best green screen footage.
How would I do that, please? When I go to File > Export, I don't get any options about bits.
Probably the most successful frame rate and quality way would be to export a png sequence. Do File/Export/Export Movie.../PNG Sequence.
You would need to combine those images with something, I just use QuickTime Player 7, but there are other tools.
The other option is File/Export/Export Movie.../QuickTime, and after you've given the file a name and clicked Save, you can then go into the QuickTime settings. Choose Animation, millions+. That would then include an alpha channel.