I will now try to tell how you can make an object move with the arrow keys.
But I'm using CS3 on a MacBook, so it might be slightly different in the version you use.
In the Document Properties, set Frame rate to 30 fps
Draw an object, select it, click Modify> Convert to symbol Call it McObject(or whatever you want, but you should show in the name that it is a movieclip)>OK.
Make sure the MovieClip is selected, and open the Actions window(you can do this by clicking Window, then Actions, or in the menu that pops up if you right-click the MovieClip(or something).
In the Actions window, type or paste this code:

onClipEvent(load)
{
     //Here you can initialize variables when the object is loaded
     moveSpeed=8;//The speed with which it will move
}
onClipEvent(enterFrame)
{
     //This happens every "frame" of the game, which is in the first frame
     
     if (Key.isDown(Key.RIGHT))
     {
          _x += moveSpeed;//Adds moveSpeed to the _x position
     }
     if (Key.isDown(Key.LEFT))
     {
          _x -= moveSpeed;//Subtracts moveSpeed from the _x position
     }
     if (Key.isDown(Key.DOWN))
     {
          _y += moveSpeed;//Adds moveSpeed to the _y position
     }
     if (Key.isDown(Key.UP))
     {
          _y -= moveSpeed;//Subtracts moveSpeed from the _y position
     }
}
Close the Actions window and Play the game.

I use Actionscript 2.0.

Help?
Thanks