Buttons to switch between clips


I am new to this forum. Not an experienced Flash user. I need to include a swf file on my client’s web page. The swf file includes 4 movie clips appearing one by one. Each clip links to their designated page. I want to have small buttons to let viewers to click and switch to the clip they want. When click, the still shot (may be the last frame) of the clip appears. Please refer to http://www.dell.com for an example. Can anyone advise step by step? Thanks in advance!