First, your game is awesome and runs pretty well.
I can't write a step by step tutorial, but what you should do, is build your levels as MovieClip's in your library. Export them for Actionscript by giving each one a class name. So if you have 2 levels one might be Level1 and the other might be Level2.
in your code you would say
ActionScript Code:
var lvl1:Level1 = new Level1();
var lvl2:Level2 = new Level2();
addChild(lvl1);
so when you want to change to level 2 you would remove level 1, and add level 2 in its place
ActionScript Code:
removeChild(lvl1);
addChild(lvl2);
When building games it is important to know some basics about object oriented programming. Did you do any OOP programming in Java or PHP?