1. Draw an ellipse. Go into its "Shape" tab, select "Radial Gradient" from the already selected "Solid" option.
2. You will have two colour points, select "white" colour from the left colour point and the "base" colour (the colour which you have selected for the background ORthe shape over which you are applying shine) from the right colour point, but the right colour point where you have applied the base colour, its ALPHA must be 0%.
Click to enlarge
3. Covert this ellipse into "Sprite". Now open the sprite and go into the timeline of the ellipse. Insert "Move" effect on the 0 frame of the sprite. Open the properties of the "Move" effect. Select "X Angle", then choose "Rotate CW by", put "360" in that box. On the next frame of the "Move" effect, insert "Fade Out" effect, go into its properties, select "X Angle" and choose "Rotate CW by" and same, put "360" in the box. Now close the sprite.
4. Copy this "Sprite" we have just made, and paste it in the scene, now select the "Rotate or skew" tool and rotate the sprite, move it like the sign "+", have a look at the following image:
5. If you want to have a gap when the sprite animations starts, simply open each sprite and on any frame after the effects, insert "Goto Frame" by right click on any frame. Its up to you how much you like the gap.