You will have to modify this within your Flash creator software. Open your file with whatever software you used to create your project and add the link here. Then re-save your file and now the link should work. Other wise, you are going to have to add a link to the .swf file.
I am assuming your using flash and AS2.
Create a button that fills your stage are.
Give it an instance name "butLink"
then on the key frame where the button is put the code below. Replace "theURL" with your url.