Since we want to be able to have a nice ball in the screen, i suggest to create it in vector art. Once you get the draw, just press F8, and convert it to MovieClip. Is important to define an identifier in the dialog box. Press the "Export for ActionScript" check-box, and type "circle" in the identifier text field.
OK, you got a movie, and now you are able to introduce it inside the scene by using ActionScript, so basically, you just need the movie inside the library (Ctrl+L), let's remove this ball from the scene.
Now, we are going to use another movie for the particle. In this example i just used another color, but you can do whatever you want. Repeat the same process you made for the ball, but now instead "circle", use the "circleParticle" identifier.
That's all for now, if you have two movies in the library and nothing in the scene, then you are OK. Keep moving.