Well, first see if you can give us a basic outline of what you are shooting for.
I'll only crit on the animation for now, but from what I can see, for your first flash animation, its not bad at all.
The first thing I noticed however was the framerate, this could however be mpc being really crappy at running flash files, so disregard this if Its just my problem.
If you took the framerate down to lengthen your animation, you shouldnt really go below 12, since below that any form of relatively smooth movement is basically impossible, the easiest fix to this is to just start with more frames than you need, and if the tween's are too long between the keyframes, just delete as many frames as it takes to get it where you like it in length.
I think the direction you've taken with the visuals is quite interesting, but the character seemed a little static, I know its difficult to do in your first movie, but design your character first, then break it down and draw all the parts that require moving on seperate layers, and convert them to symbols.
I know its painstaking, but its much better than hitting a brick wall when you realise you want your static character to do something.
And finally, though it is a matter of personal taste, I cant stand that song, its overused and doesnt really bring any emotion/atmosphere to the animation, unless you think that nosebleeds are an emotional reaction.
but overall, I think you're doing pretty well for a first attempt.
.