Click the + (plus) and choose a statement from the pop-up menu.
When you choose a statement, Flash automatically inserts an On/End On statement and sets "Release" as the default button state. (You can also select "On MouseEvent" to insert an "On/End On" statement.)
You have following options:
Press - Mouse Button Pressed When the Pointer is Over Button
Release - Mouse Button Released When the Pointer is Over Button (Standard Click)
Release Outside - Mouse Button Released When the Mouse Pointer is Off Button
Roll Over - Mouse Pointer Moved Over the Button
Roll Out - Mouse Pointer Moved Off the Button
Drag Over - Mouse button Pressed When the Pointer is Over Button, Rolled Off the Button, and then the Pointer is Rolled back over the Button.
Drag Out - Mouse Button Pressed Over the Button then Pointer Rolls Off the Button.
Key Press - Occurs when a Specified Key is Pressed.
"Key Press" is the one we need.
Check the "key press"-field and click into the input field next to it