There's a couple of ways to do this, I usually go with a combination of a movieClip animation and an invisible button.
First make the animated clip that you want to turn into a button. Put a stop() action in the first frame so that it doesn't play automatically when you put it on the stage. Give this clip the instance name animatedClip for this example.
Place the clip where you want it and then, on the layer above, cover it with an invisible button. This is created by making a button in the usual way but having all of the frames empty except for a filled shape in the hit frame. It therefore doesn't show up when the movie plays because there's nothing in the up frame but still gives you an area that acts like a button (it appears as a semi-transparent shape in the design view so that you can place it accurately).
Assign these actions to the button...
on(rollOver){
_root.animatedClip.gotoAndPlay(2);
}
on(rollOut){
_root.animatedClip.gotoAndStop(1);
}
If you want the animation to loop stick a gotoAndPlay(2) in the last frame to avoid the stop() action you previously placed in the first frame.