onRelease for createEmptyMovieClip

I have an XML file that I am pulling thumbnails from. I would like these thumbnails to be links, but for some reason onRelease does not work on my movie clip created with createEmptyMovieClip.

I have this theory that my onRelease function is being called before my thumbnail image is fully loaded, but I may be completely wrong. Here is some example code of what I am trying to do.

newThumb = _root.createEmptyMovieClip(“thumb_mc”, this.getNextHighestDepth());

newThumb.onRelease = function() {
this._alpha = 50;

Any help or suggestions would be great! Thanks!