I don't know what's going on. I open flash CS3, I choose create new Flash file (action script 3.0). I choose a color for the stroke and a color for the fill. Then I choose the rectangle shape tool, I make a rectangle and nothing happens, I just see the vector line of the shape but without any of the colors that I chose.
I had the same problem! Here's how I fixed it. Go to the selection tool. Select all the lines. Go to MODIFY and click COMBINE OBJECTS and UNION. now click the paint bucket. Pick your color! the SECOND TO LAST BUTTON is a circle. make sure it is selected as CLOSE SMALL GAPS (or medium or large whichever suits you best). Now fill in your shape. You're welcome :)