Detecting When the Mouse Leaves the Movie

This is my first post, so Hello to everybody.
And my first question is … well, very simple.
I was playing with senocular’s example how to use MOUSE_LEAVE.
The custom cursor should disappear when the mouse leaves the stage.
But it doesn’t. It seems that the function cursorHide is never called.

    public function cursorHide(evt:Event):void {
        cursor.visible = false;

        trace ("hide");

}
gives no output.