It was actually pretty challenging to get that effect. Obviously I wanted to make an elaborate particle system but Flash just can't push that many particles.
What I ended up doing was making a system of invisible particles, the number of which was relatively small, around 300 I believe. I then made a grid structure over the entire screen and each square in the grid gets filled in with a color, the alpha is relative to the number of invisible particles currently in that spot. The higher number of particles the more solid the color.
Finally I just dropped a flash blur filter over top of the entire thing, added a fade effect so that the transitions between alpha values were less abrupt, and the result is what you see.