Here's a function with which you're able to create a rectangle with rounded corner:

function drawRoundedRectangle(mc:MovieClip, rectWidth:Number, rectHeight:Number, cornerRadius:Number, fillColor:Number, fillAlpha:Number, lineThickness:Number, lineColor:Number, lineAlpha:Number) {
  with (mc) {
    beginFill(fillColor, fillAlpha);
    lineStyle(lineThickness, lineColor, lineAlpha);
    moveTo(cornerRadius, 0);
    lineTo(rectWidth - cornerRadius, 0);
    curveTo(rectWidth, 0, rectWidth, cornerRadius);
    lineTo(rectWidth, cornerRadius);
    lineTo(rectWidth, rectHeight - cornerRadius);
    curveTo(rectWidth, rectHeight, rectWidth - cornerRadius, rectHeight);
    lineTo(rectWidth - cornerRadius, rectHeight);
    lineTo(cornerRadius, rectHeight);
    curveTo(0, rectHeight, 0, rectHeight - cornerRadius);
    lineTo(0, rectHeight - cornerRadius);
    lineTo(0, cornerRadius);
    curveTo(0, 0, cornerRadius, 0);
    lineTo(cornerRadius, 0);
    endFill();
  }
}