How I have always done this is with the built in buttons instead of doing it with code. If you click window up in the top bar then click on components (near the bottom) it will bring up a little window then if you expand the user interface folder and drag and drop from the button item. Then with that button on the stage if you double click on it you will go into the edit symbol screen and it will have pictures of each state that the button and if you double click on the state you want then you can visually edit that version of the button.
Hope this helped.
Note: I first started with flash pro-cs5.5 and your tag says flash-cs5 I don't know for sure if that function is available or not in 5.