ну так диспатчите свое сообщение

Код AS3:
public class Main extends MovieClip
{
public function Main():void
{
var xmlHero:XMLLoader = new XMLLoader("Data/Hero.xml");
xmlHero.addEventListener(XMLLoader.LOADED,handlerXmlLoaded)
}
private function handlerXmlLoaded(event:Event):void
{
trace(event.target.xmlData);
}
}

Код AS3:
package
{
import flash.events.Event;
import flash.net.URLLoader;
import flash.net.URLRequest;
public class XMLLoader
{
public var xmlData:XML;
public static var LOADED:String = "loadedXML";
public function XMLLoader(file:String):void
{
var loader:URLLoader = new URLLoader(new URLRequest(file));
loader.addEventListener(Event.COMPLETE, loadedXML);
}
private function loadedXML(e:Event):void
{
e.target.removeEventListener(Event.COMPLETE, getXML);
xmlData = new XML(e.target.data);
dispatchEvent(new Event(XMLLoader.LOADED,true));
}
}
}