For making games, I think Actionscript is essential.
For Movies, you can work on the main stage with keyframes, tweening, and all
of the WSYWIG controls to create your project, and may not need Actionscript.
What exactly do you need help with? Maybe outline what you are trying to
accomplish.

Ok, I am going to make a Flash movie or a game of the MegaMan series (if anyone
knows what I'm talking about there) and I have all of the sprites and
backgrounds and stuff thanks to Planet MegaMan's Sprites Inc. I just don't know
how to do a single thing other than that. So, I need to know all of the stuff I
would need to download (I can't buy anything) so I can make them. All I have
right now is Macromedia Flash Player, and image editing things like MS Paint
and Photoshop and stuff.

I would suggest installing Macromedia Flash MX. It's not free though, so
until you can pick up a copy of that...you're out of luck.
If you can get Flash MX, you can make your movie without any
Actionscript...in fact you won't have to code at all if you don't want. As
soon as you start trying to make games however, you will need to write alot of
Actionscript, as you will be dealing with collision detection (ie: did my
bullet hit the alien?), and issues like that.
Sorry to say, that the Macromedia Flash Player alone is not enough to create
Flash documents.

http://www.macromedia.com/downloads/

You can download a trial version of Flash MX here. I don't know of anything
for free (worth using) so I would use a trial version. At least you can get
your feet wet and decide if Flash is for you.