So you want to make your own video game using Flash CS4 and Actionscript 3. We applaud your chutzpah. This video will walk you through what should probably be your first steps: importing a sprite character, making them move around in response to keyboard inputs, and making them animate depending on how they are moving. Once you have this established, you can move on to creating enemies to fight, environments to wander, and all the other elements that make a good game.
Download free sprites for your game here.
Download the AS3 file used in the video here.