To link to files use MDM Flash Studio Pro
http://www.multidmedia.com/software/flashstudio/. You use their code inside of flash for the added functions and then run the SWF through FSP to make their code work. They have an unlimited free trial that puts up a splash screen.
Button code example (for FlashMX) that links to a PDF in a folder called files. This folder has to be under the folder your flash file is in.
Code:
on (release) {
fscommand("flashstudio.exec", "\"files\\testfile.pdf\"");
}
For html files, use the above if it's a file on your disk. Use the normal flash command if it's a URL.
Code:
on (release) {
getURL("http://www.techimo.com", "_blank");
}