This looks fine to me. Provided you actually have a button or movieClip instance on the stage named "btn_mail" it should work as expected.
I'd change one thing however: MOUSE_DOWN to CLICK.
The 'click' type event will capture the entire click sequence. And ususally what the user expects, is the action to happen when the mouse button is released. You can click down for a full second sometimes, and only when you release it you have ('finally') decided what to do. It's a nuance there.
There is a potential problem with listening to MOUSE_DOWN as well, in that it can be interpreted as happening multiple times. In my 'one second click' above for example, several events can/will be fired. I.e. the e-mail link can be fired many many times within very short time. This alone can be enough to trip the behaviour of your movie.
When using MOUSE_DOWN is really important, like in a game with firing at enemies for instance, remember to add a myBtn.removeEventListener(MouseEvent.MOUSE_DOWN ... inside the script - typically in the last line. This will ensure that the event is captured (listened to) only once.
Otherwise, trace(); is your friend! At any time when I am in doubt or run into problems, I may comment out the actual functionality, and add a trace("mouse button clicked!"); instead. Then when you test your movie and you don't get this message - there's something seriously wrong with what you've done.
As a last thing, since you perform a web-based functionality here (linking to e-mail), testing the movie inside Flash may not work as expected. I guess you need to test it within a browser at least (Preview in browser / F12), or even upload the file(s) to a proper webserver to see everything.
Not everything that can be counted counts, and not everything that counts can be counted.