Beginner --- Movement Tutorial

I downloaded xmovement.fla — copied and pasted onClipEvent script and got a message I have got before. It reads

Error Scene=Scene 1, layer=object, frame=1:Line 8: Clip events are permitted only for movie clip instances
onClipEvent(enterFrame) {

Total ActionScript Errors: 1 Reported Errors: 1

Would someone explain where what this means — the blue box is a movie clip, i believe.