[Хемуль]

Ну, например, можно что-то вроде такого написать:

var mapClipName:String = "map";
var hintClipName:String = "hint";
var XMLPath:String = "locations.xml";
var topNodeName:String = "locations";
var locationNodeName:String = "location";
var locationNameAttributeName:String = "name";
var locationLinkAttributeName:String = "link";
var locationTargetAttributeName:String = "target";
var locationXAttributeName:String = "x";
var locationYAttributeName:String = "y";
var locationRadiusAttributeName:String = "radius";
var locationFillColorAttributeName:String = "fill_color";
var locationFillAlphaAttributeName:String = "fill_alpha";
var locationLineColorAttributeName:String = "line_color";
var locationLineAlphaAttributeName:String = "line_alpha";
var locationLineWidthAttributeName:String = "line_width";
var locationClipBaseName:String = "locations";
var locations:Array = new Array();

var locationsXML:XML = new XML();
locationsXML.onLoad = XMLLoaded;
locationsXML.ignoreWhite = true;
locationsXML.load(XMLPath);

var mapClip:MovieClip = this.attachMovie(mapClipName, mapClipName, this.getNextHighestDepth());

locationsXML.onLoad = function(success:Boolean)
{
	if (success)
	{
		var topNode:XMLNode = this.firstChild;
		if (topNode.nodeName == topNodeName)
		{
			var secondLevelNodes:Array = topNode.childNodes;
			var secondLevelNodesNumber:Number = secondLevelNodes.length;
			for (var secondLevelNodesIndex:Number = 0; secondLevelNodesIndex < secondLevelNodesNumber; ++secondLevelNodesIndex)
			{
				var secondLevelNode:XMLNode = secondLevelNodes[secondLevelNodesIndex];
				if (secondLevelNode.nodeName == locationNodeName)
				{
					var locationObject:Object = new Object();
					locationObject.name = secondLevelNode.attributes[locationNameAttributeName];
					locationObject.link = secondLevelNode.attributes[locationLinkAttributeName];
					locationObject.target = secondLevelNode.attributes[locationTargetAttributeName];					
					locationObject.x = secondLevelNode.attributes[locationXAttributeName];
					locationObject.y = secondLevelNode.attributes[locationYAttributeName];
					locationObject.radius = secondLevelNode.attributes[locationRadiusAttributeName];
					locationObject.fillColor = secondLevelNode.attributes[locationFillColorAttributeName];
					locationObject.fillAlpha = secondLevelNode.attributes[locationFillAlphaAttributeName];
					locationObject.lineColor = secondLevelNode.attributes[locationLineColorAttributeName];
					locationObject.lineAlpha = secondLevelNode.attributes[locationLineAlphaAttributeName];
					locationObject.lineWidth = secondLevelNode.attributes[locationLineWidthAttributeName];					
					locations.push(locationObject);
				}
			}
			drawLocations();
		}
		else
		{
			trace("Error loading " + XMLPath + " - invalid top node name!");
		}
	}
	else
	{
		trace("Error loading " + XMLPath + "!");
	}
}

function drawLocations()
{
	var locationsNumber:Number = locations.length;
	for (var index:Number = 0; index < locationsNumber; index++)
	{
		var locationObject:Object = locations[index];
		var newLocationClipName:String = locationClipBaseName + index;
		var newLocationClip:MovieClip = createCircleMovieClip(newLocationClipName, this, this.getNextHighestDepth(), locationObject.x, locationObject.y, locationObject.radius, locationObject.fillColor, locationObject.fillAlpha, locationObject.lineColor, locationObject.lineAlpha, locationObject.lineWidth);
		newLocationClip.id = index;
		newLocationClip.onRollOver = function()
		{
			var hintClip:MovieClip = this.attachMovie(hintClipName, hintClipName, this.getNextHighestDepth(), {_x:locations[this.id].radius, _y:locations[this.id].radius});
			hintClip.caption.text = locations[this.id].name;
		};
		newLocationClip.onRollOut = newLocationClip.onReleaseOutside = function()
		{
			this[hintClipName].removeMovieClip();
		};
		newLocationClip.onRelease = function()
		{
			getURL(locations[this.id].link, locations[this.id].target);
		};		
	}
}

function createCircleMovieClip(circleName:String, parentClip:MovieClip, parentClipDepth:Number, circleX:Number, circleY:Number, circleRadius:Number, circleFillColor:Number, circleFillAlpha:Number, circleLineColor:Number, circleLineAlpha:Number, circleLineWidth:Number):MovieClip
{
	var newCircleClip:MovieClip = parentClip.createEmptyMovieClip(circleName, parentClipDepth);
	newCircleClip._x = circleX - circleRadius;
	newCircleClip._y = circleY - circleRadius;
	newCircleClip.lineStyle(circleLineWidth, circleLineColor, circleLineAlpha);
	newCircleClip.beginFill(circleFillColor, circleFillAlpha);
	var tanPI8:Number = Math.tan(Math.PI / 8);
	var sinPI4:Number = Math.sin(Math.PI / 4);
	newCircleClip.moveTo(2 * circleRadius, circleRadius);
	newCircleClip.curveTo(2 * circleRadius, (tanPI8 + 1) * circleRadius, (sinPI4 + 1) * circleRadius, (sinPI4 + 1) * circleRadius);
	newCircleClip.curveTo((tanPI8 + 1) * circleRadius, 2 * circleRadius, circleRadius, 2 * circleRadius);
	newCircleClip.curveTo((1 - tanPI8) * circleRadius, 2 * circleRadius, (1 - sinPI4) * circleRadius, (sinPI4 + 1) * circleRadius);
	newCircleClip.curveTo(0, (tanPI8 + 1) * circleRadius, 0, circleRadius);
	newCircleClip.curveTo(0, (1 - tanPI8) * circleRadius, (1 - sinPI4) * circleRadius, (1 - sinPI4) * circleRadius);
	newCircleClip.curveTo((1 - tanPI8) * circleRadius, 0, circleRadius, 0);
	newCircleClip.curveTo((tanPI8 + 1) * circleRadius, 0, (sinPI4 + 1) * circleRadius, (1 - sinPI4) * circleRadius);
	newCircleClip.curveTo(2 * circleRadius, (1 - tanPI8) * circleRadius, 2 * circleRadius, circleRadius);	
	newCircleClip.endFill();
	return newCircleClip;
}

С XML'ем такого вида:

<locations>
	<location name="Киев, мой город ^_^" link="http://flasher.ru" target="_blank" x="190" y="70" radius="4" fill_color="0xff0000" fill_alpha="100" line_color="0x000000" line_alpha="100" line_width="1" />
</locations>

Исходник прикрепляю...
Будут вопросы, пишите. Я не уделял много внимания всплывающей подсказке, поэтому сделана она очень просто. Для примера...

PS:
XML сохранять следует в кодировке UTF-8.