yes, you have to modify the flash file. if you don't have much experience with flash, here's one approach:
create a new button with nothing on it and on the last state of the button (the one defining the active area of the button) create a filled rectangle the size of your banner; place the button on top of everything; in button's actions define something like on(mouseDown){getURL("your_url_here");}. I'm not sure, better check ActionScript help first.
again, this was in case you don't know much about flash.
bye