Flash 4? Upgrade to MX 2004 (Flash 7), it's well worth it!
If you want to learn, your best bet is to buy a good book that will teach you, the Flash Bible is really well done. I recommend it:
 
Although if you're serious about Flash, I would most defiantely urge you to buyu the above, if you don't want to buy anything, you can start with this section on macromedia's site:
http://www.macromedia.com/support/documentation/en/flash/