Create menus with buttons

I decided to create a flash file where there is a single button on the main stage that acts as a menu. I created an "Over" and "Down" state. The "Over" state causes the button to change to a different color when a user hovers over it. In the "Down" state, I created two extra buttons - one below the other and I applied a getURL command to them. Currently, when a user clicks the button and brings the submenu up, it disappears when the user tries to select an item. All the states are on a single layer, and there is no "Hit" state. How do I get the submenu to stay once a user drags the mouse off the main button?

You cannot use a button. You must use a movieclip and add a stop when the menu comes down. Also you cannot have a menu with buttons inside of a button or movieclip, since the button behavior will prevent the buttons inside from being recognized by the mouse as buttons. Make a separate Movieclip.