This is the way
This is watu should do!
1. Create or draw u'r rectangle
2. Select it, press F8, then select it as graphic and name the file as something
3. Insert your new KEYFRAME at any distance.
4. Then you shuold able to see u'r Rectangle in u'r 1st frame and in your new Keyframe.
5.Now, select u'r rectangle in u'r first frame, rigth click on it, do u'r alpha thing...
6. Again, select u'r other rectangle in u'r distant frame [keyframe], right click , apply some Alpha thing.
7. Now click on your first frame in the movie, right click, apply the motion tween. Now your animation must be working.