For buttons in flash files use of event "release" is recommended, as it is carried out exactly when the user release mouse button. This way all programs and operating systems works, and users are accustomed . You can call event ( Movie Clip) or create a button and attach action to it. Do not use »press« event for hyper links, it could run browser’s pop-up blocker.
An example of EVENT RELEASE for Movie Clip
An example of EVENT RELEASE for Button