Click on "File." Then select "Save for web..." It is important
that you select .png as your export type. A .png file will stay true to your
colors (unlike a jpg) so that when you import this file into flash, you will
be able to have the blue backgrounds (the one in this export and the one in
flash) match up. If you have white as a background, using .png is not important.
The .png format is also good for exporting with transparency, but I won't go
into that here. One last issue that you might run into when you are exporting
your flash movie, since flash compresses bitmaps into .jpg format, you may get
some color mismatch (not as great as what you would have if you didn't export
as .png here). The work around here is to run your .swf, stop it when the .jpg
is on the screen, and use the eyedropper tool under "modify" "movie..."
to match the .jpg with your own background). But on most monitors, you probably
won't even be able to see any differences in color.