[Final Hope]

Не знаю, как будет правильнее всего, но я бы повесил MOUSE_UP на stage.

import flash.display.Sprite;
import flash.events.MouseEvent;
import flash.geom.Rectangle;
 
var sliderBounds:Rectangle = new Rectangle(0, 0, 300, 0);
var sliderSprite:Sprite = new Sprite();
sliderSprite.graphics.beginFill(0xff0000);
sliderSprite.graphics.drawRect(0, 0, 60, 20);
this.addChild(sliderSprite);
stage.addEventListener(MouseEvent.MOUSE_UP, stage_MouseUpHandler);
sliderSprite.addEventListener(MouseEvent.MOUSE_UP, sliderSprite_MouseUpHandler);
sliderSprite.addEventListener(MouseEvent.MOUSE_DOWN, sliderSprite_MouseDownHandler);
//--------------------------------------------------------------------
// Event handles
//--------------------------------------------------------------------
function stage_MouseUpHandler(event:MouseEvent):void
{
	sliderSprite.stopDrag();
}
function sliderSprite_MouseUpHandler(event:MouseEvent):void
{
	sliderSprite.stopDrag();
}
function sliderSprite_MouseDownHandler(event:MouseEvent):void
{
	sliderSprite.startDrag(false, sliderBounds);
}