I've just started using flash in the past couple weeks. The program is not very self-explanatory, but there are a TON of resources on the web that have tutorials on how to use it.
You can download a 30 day demo of the program from the site scarecroe listed, but the program itself is about $500.
Once you get the hang of it which doesn't take too incredibly long if you find the right resources, an interactive banner similar to what is showing at the top of the page is not that difficult to create.
What's difficult is getting the artwork and resources together. After that, it's relatively simple to do basic animations with some basic interactivity.
There's a ton of things you can do with the program from nice looking menus to interactive games to all-out cartoons. As Luke says, it requires artistic skills as well as a decent understanding of programming, since a lot of the fancier functionality may require scripting by hand.