Made a little example for you to give you an idea on where to start. Download the example here - http://www.mediafire.com/?88zfirebxncy8zb
Essentially you are doing 3 things: 1. Making your hero/character check two variables. 2. If the hero's X and Y don't match those variables, the hero will move until they do. 3. Clicking any point on the screen changes the variables.
It's not the best, or the most accurate, method but it gets the job done and is easy to understand. Hope that helps!
You create a movieclip and make 3 frams a standing still frame and a left and right frame/frames then instance the frames Left Right Still or watever you want to code it as.