Have you made any flash apps? If you have then you just need to use the same program you made those in. To make objects move (and do other things) you need a bunch of images called "sprites"
i did a quick google search but didn't find much. But i did find a tutorial on how to make a sprite:
NOTE: If you use MS Paint for all your drawing, then you will need some other imaging software as MS Paint does not support layers OR opacity. For a free one go to http://www.gimp.org
very very similar to photoshop (from what i've read anyway) and it does support pretty much everything that photoshop does. And the best part: IT'S FREE!
(to the mods: I'm not advertising, just trying to help