How do I attach a sound for a mouse roll over?

Can someone tell me how I can have a sound play when something is rolled over.

I’ve looked at the Flash help and am a bit confused.
It says that you need to preload and then play.

My purpose is for a CD ROM.

Do I have to preload everytime and then play?

Or do I preload once.
And then play whenever I need it?

Some example code would be really appreciated.

Thanks.

OM