[etc]

Ну я имел ввиду подписаться на close =)

<?xml version="1.0"?>
<mx:Application xmlns:mx="http://www.adobe.com/2006/mxml" creationComplete="initApp()">
<mx:Script>
<![CDATA[
	import mx.containers.TitleWindow;
	import mx.managers.PopUpManager;
	import mx.core.IFlexDisplayObject;
	import view.TWindow;
	
	private var popup:IFlexDisplayObject;	
	
	private function initApp():void {
		this.popup = PopUpManager.createPopUp(this,TWindow);
		this.popup.addEventListener("close",this.onWindowClose);
	}
	
	private function onWindowClose(e:Event):void {
		PopUpManager.removePopUp(this.popup);
		trace('Window Closed');
	}
	
]]>
</mx:Script>
</mx:Application>

и (просто так, для понимания)

package view
{
	import mx.containers.TitleWindow;

	public class TWindow extends TitleWindow
	{
		public function TWindow() {
			this.width = 100;
			this.height = 100;
			this.showCloseButton = true;
		}
	}
}