How to add a link to open a site in the browser on a flash movie?

Create a button on the movie.
Give a name to the instance of the button with the name button.
Put this code on the first frame of your flash movie.

button.addEventListener(MouseEvent.CLICK, btn_function);
var button_request:URLRequest = new URLRequest("http://mysite.com");
function btn_function(event: MouseEvent)
{
navigateToURL(button_request, "_blank");
}