myPopup.addEventListener(
   FlexMouseEvent.MOUSE_DOWN_OUTSIDE,
   function(mouseEvt:FlexMouseEvent):void
   {
       PopUpManager.removePopUp(myPopup);
   }
);

stage.addEventListener( MouseEvent.CLICK, stgMouseListener, false, 0, true );

...

private function stgMouseListener( evt:MouseEvent ):void
{
    trace("click on stage");
}


private function yourComponentListener( evt:MouseEvent ):void
{
    trace("do your thing");
    evt.stopPropagation();
}