read tutorials about custom cursors (their in the flash help).
In the cursor movieclip, make the other state/shape of the mouse. (The original state is the one in the first frame. The second frame has the "other" state/shape).
Add stop(); in the first frame, and the second frame.
Put the cursor movieclip on the stage.
Name its instance name to, let's say, "mouse" (for example).
on the button (put this code on the button on the stage, not in its frames).
I might have code mistakes, but you get the idea...