Try this...
Set up a movie clip (doesn't matter where on the stage), select it and add these actions...
onClipEvent (load) {
// get initial mouse position
lastMouse = _root._xmouse;
}
onClipEvent (mouseMove) {
// get latest mouse position
newMouse = _root._xmouse;
// compare the two mouse positions
if (newMouse-lastMouse>0) {
trace ("Mouse moved right"

;
} else if (lastMouse-newMouse>0) {
trace ("Mouse moved left"

;
}
// reset the mouse position
lastMouse = newMouse;
}
}