Figured it out.
How to do it:
- Create your shape (mines a rectangle...) and DON'T CONVERT IT.
- Make a keyframe (at least 5 frames away from the shape's first instance, apparently)
- Click anywhere in the middle, and set the tween mode to "shape" (not motion...)
- Change the alpha on the FILL property of each end (Flash has the stroke selected by default, and I didn't notice this until this morning...) and play the animation. It'll fade from the first alpha to the other.