i would suggest that instead (or add to) of having your menu
disapear when a user click outside of it, it will disapear after a
certain amount of time that the mouse cursor is off the bound of
the menu. It will be more user friendly and also you can still
achieve the onClick disapear by using the onMouseDown event.
Basiacally, on mouse down, if your mouse cursor is off the menu you
make it disapear. The onMouseDown event is pretty much details on
the flash help files ... just take a look at it; its simple.