Keep in mind this isnt showing any animating skill, just to show newcomers how to do a simple blur, so dont expect much.
1. Create your stick or object or whatever and animate it moving or punching or whatever you wont for the blur effect.
http://www.truploader.com/view/396099 (just made him slide across the screen.)
2. On the frame you wont the blur to start, convert the stick/object into a movieclip.
To do this: Select the whole stick/object, right click it, choose 'convert to symbol' from the context menu, check the 'movie clip' circle from the pop up window, name it whatever you wont and press ok.
3. Select the object/stick you just converted into a movie clip (it should now have a blue box around it) and in its 'Filters' window press the little + button in the top left corner. From the context menu choose blur, and in the new window unlock the 'X' and 'Y' fields and change the quality to high.
For my example the stick is moving in a horizontal direction so 'Y' should be 0. For the X field it depends how many frames you are into the blur, at the start it is generaly less eg. '3' then it increases like so: '4' '6' '10' '15' '10' '6' '4' giving the 'X' field a gradient gives you a beter impression of him speeding up.
The following images will give you a better idea of what i just explained.
And then back to normal. Heres the final product http://www.truploader.com/view/021009
Hope this helps beginners like me :D