Yup, happened to me not too long ago. If I recall correctly, it's an installation problem with CS4 (component kit was designed for CS3). After installing the kit, start the Extension Manager CS4, and there disable and re-enable the component. Commands should show up now.
But, you could do it all 'by hand', without the Flex Component Kit. Just set the fps to 24, and 'Export for Actionscript' the clips you'd like to use in Flex. Just be sure to use mx.flash.UIMovieClip as the base class (not the refular MovieClip). Export the resulting file as .swc and you're all set.
BTW, if you want to use an actual button created in Flash (the component, with states, skins and everything), I'm afraid you're gonna be disappointed. You cannot export flash buttons as flex buttons, as they have different inhenritace chain (flash uses flash.display.SimpleButton, and flex uses mx.controls.Button). You can use flash buttons in flex, but you can't leverage all the goodness flex brings with it (tooltips, layout and such). If someone has a clever solution for this problem, I'd love to hear it.