hi there,

to make flash movies you use Flash (by macromedia) or you can use other programs like "swish max" (i'm sure there are more).

about cellphone pages - i think it's WML (and it's pretty similar to XML).
anyway, the easiest way for you to learn is to try "macromedia dreamweaver"
its a program for building websites, and it includes XML,HTML and more (javascript, vbscript...) and can also build cellphone web pages.