It is possible to link objects to frames within a Flash Animation.
To do this:
Rename the frame where you want to add a link, to 'frame name;stop'
This will stop the animation so the link will function.
Right-Click on the object you want to link from and select 'Web Address...'
In the URL box enter the exact name of the frame you want to link to.
In the Target box enter '_frame'
Press the 'Preview flash animation in browser' button on the animation toolbar.
You should now be able to use your animation including a link to another frame.