How to create this tween / button?

Hi. I am a beginner at Flash and I’m starting to learn it now as I build my portfolio site on the software. I’m not expecting to be able to do anything ultra-awesome, I just want it to be clean and good looking, with simple but working effects.

Down to the point, how do I make buttons similar to the ones in this site?
http://www.vanio.no-frost.net/

I don’t know whether my buttons should be buttons or if they should be movie clips or whatever, I’m kind of lost here. So, if anyone can teach me how to make this button, include the roll-over function on it and have a tweened color change as smooth as this one, I’ll be eternally grateful.

Thanks a lot in advance for anyone who reads this ^^.