You first have to create the movie clip and the button.
Make sure your mc has a blank keyframe at the beginning of it. Add a stop(); action to this first keyframe.
From the library, drag your button and mc on stage, and for clarity, each on it's own renamed layer.
Your mc will appear as an empty small circle. Select it and in the Instance panel, name it.
That done, right-click your button and hit actions. In the left part of the Object Actions box that will popup, double-click on the on action. Uncheck release, and check press. Next double-click the tellTarget action and type in the name you gave to your movie clip instance's name. Finally double-click the play() action... You should end up with something like this:
on (press) {
tellTarget ("yourmcintance'sname"

{
play ();
}
}
Close this Object Actions box, and test your movie. When you press the button, the movie clip should play!
Regards,
ldnewbie