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How to make a person appear to walk in Adobe Flash cs5?

I was wondering what would be the best way to make a stick figure appear to walk in flash? and it would move using key presses? If anything i figure id make a movie clip of said person walking and then use the key press code snippet and delete the up/down keys and then have it play the movie clip when its pressed and stop when its released? So would that work? if not what would be the best way to do this?