onRelease Does not Work When Loading External JPEG?

I want to display several thumbnails, each loaded as an external jpeg. When clicked, I want the thumbnail to launch into a video.

I am running into a problem after loading the thumbnail images. The onRelease method no longer works. However, if I leave out the loadMovie line, the onRelease method does work for the image holders.

// creates the empty movie clip to hold the thumbnails
_root.createEmptyMovieClip("thumbs", 200);
        for(i=0; i<videoData.length; i++)
                // attaches a movie instance for the image holder
                var curThumb = thumbs.attachMovie("thumbnailHolder", "thumbnail_"+i, 300-i);
                curThumb._x = 90*i;
                curThumb.id = i;

                // this does not work if the loadMovie method is used
                curThumb.onRelease = function()

Can anyone help me understand why this is happening? Thanks!