Why don't you just assign the event listener to the closeCredit button after you instantiate myPlayCredits and just have the event listener call the RemoveCreditClip function directly...
var myPlayCredits:mc_playCredits = new mc_playCredits();
If you want to use the dispatch event approach, try assigning the listener to the myPlayCredits mc, not the stage. (Or set the Event's bubbling argument to true if you assign it to the stage)
I assigned the event listener to myPlayCredits.