Conor,
PDFs can only have buttons with bounding boxes that are squared up with the page.
SWFs can have buttons with bounding boxes that are at angles.
First, you must create a rectangle, which is squared with the page. Second, you create the button. Third, you rotate the button to the desired angle. If you export to SWf, it should work. If you export to PDF, it will revert back to the squared-to-the-page bounding box.
If you rotate your rectangle before making it a button, the bounding box will revert to being square to the page.
I know you are creating a SWF, but those who are having the same issue with interactive PDFs, you can tackle it with Bob Levine’s workaround. This involves creating multiple tiny buttons and aligning them on the desired angle to tile out your shape.