Good for a first
This is very good for a first flash. The graphics look very decent and I'm glad you decied to create "real" characters instead of stickmen or explosm.net-like characters (those kind of style wouldn't have worked with the song anyways, but lots of flash authors seem to go the easy way in creating those relatively easy to draw characters).
Anyway, the atmosphere in this flash is very dark. This is intensified by the sad song , so I think you've done a good job in creating a video for this track.
However, I didn't like that the lines in this flash where constantly fluctuating. This makes it very hard to watch the flash because it's hard to concentrate on what's going on. You should try to create still backgrounds the next time. It looks much better, in my opinion.
{ Review Request Club }