Hi, I'm just trying to jump the user from frame 10 to 15 on mouse over and
return to 10 on mouse out.

I tried to click on my finished button and add this to the action box. ('menu'
is the name of my button). Didn't seem to work though. Please advise.

on (rollOver) {
menu.gotoAndPlay(15
}
on (rollOut){
menu.gotoAndPlay(10);
}

Since you are attaching the code to a button it should just be:
on (rollOver) {
gotoAndPlay(15);
}
on (rollOut){
gotoAndPlay(10);
}

or if they are nested inside of a movieclip:
on (rollOver) {
_root.gotoAndPlay(15);
}
on (rollOut){
_root.gotoAndPlay(10);
}

The name of the button is only important if you are attaching code to the
frame and not the button:
menu.onRollover = function() {
_root.gotoAndPlay(15);
}