I have created a class named CheckBoxSelectAll in which I am triggering an event as below.
import mx.events.EventDispatcher;
import flash.filters.GlowFilter;
class CheckBoxSelectAll  
{
    public function dispatchEvent() {};
    public function addEventListener() {};
    public function removeEventListener() {};
    private var checkbox_mc:MovieClip;
    private var parent_mc:MovieClip;                        
    function CheckBoxSelectAll()
    {
        mx.events.EventDispatcher.initialize(this);
    }
    function CreateCheckBox(c_mc:MovieClip)
    {                               
        var labelGlow:GlowFilter = new GlowFilter(0xFFFFFF, .30, 4, 4, 3, 3);
        var labelFilters:Array = [labelGlow];
        this.parent_mc = c_mc;                  
        checkbox_mc = parent_mc.createEmptyMovieClip("",this.checkbox_mc.getNextHighestDepth() );
        checkbox_mc._x =450;// boxX;
        checkbox_mc._y =143;// boxY;
        checkbox_mc.lineStyle(1, 0);
        checkbox_mc.beginFill(currentFill, currentAlpha);
        checkbox_mc.moveTo(0, triSize);
        checkbox_mc.lineTo(triSize, triSize);
        checkbox_mc.lineTo(triSize, 0);
        checkbox_mc.lineTo(0, 0);
        checkbox_mc.lineTo(0, triSize);
        checkbox_mc.endFill();              
        checkbox_mc._visible = true;
        checkbox_mc.onPress = function() {
            var eventObject:Object = {target:this, type:'onDataReady'};                         
            dispatchEvent(eventObject);
            trace("OnPress refresh...");
        }
    }   
}
In Parent movie clip, used following code
var select_all_listener:Object = new Object();
select_all_listener.onDataReady = triggerDisksLoad;       
    var select_all_box:CheckBoxSelectAll;
    select_all_box = new CheckBoxSelectAll(); 
    select_all_box.addEventListener("onDataReady", select_all_listener);
    select_all_box.CreateCheckBox(this);
function triggerDisksLoad(evtObj) {     trace("triggerDisksLoad called...!!!"); }
Here function triggerDisksLoad is not called.
                        
The problem of your code is the scope where the
checkbox_mc.onPresshandler is executed, to avoid that, you can use the Delegate class, like this :Also for the new MovieClips creation, when we use
getNextHighestDepth(), it's usually used with the parent of the new MovieClip, so you can write :Hope that can help.