You want to add drop shadows to your text.
Use the drop shadow filter.
If publishing to Flash Player 7 or lower, consider using the drop shadow timeline effect.
Optionally, create a copy of the original text, and offset it from the original to create a shadow effect.
If you are publishing to Flash Player 8 and higher, you can use the drop shadow filter effect to apply the most convincing effect versus the other options that are readily available. The drop shadow filter allows you to set a variety of parameters. Likely the most relevant parameters are the blur, angle, distance, and color. You can apply a filter by selecting the text on stage and clicking on the Filters tab in the Property inspector.
The blur parameter determines how soft an edge the drop shadow has. The blur parameter is what visually differentiates the filter drop shadow from the other techniques described in this recipe. Prior to Flash 8 and filter effects, Flash did not have a built-in way to achieve a convincing lighting effect with drop shadows, because the edges were always too crisp. But with the blur parameter, you can soften the edges to make the drop shadow appear as though it is actually cast from an object with natural lighting—which causes a diffusion. Though not necessarily required, most frequently the blur applied to the x and y directions is equal for drop shadows. The greater the number, the softer the edges are. A value of 0 makes a drop shadow ...