Use the Object Drawing model

By default, Flash uses the Merge Drawing model. To draw shapes using the Object Drawing model, click the Object Drawing button in the Tools panel.

Select a drawing tool that supports the Object Drawing model (the Pencil, Line, Pen, Brush, Oval, Rectangle, and Polygon tools).
Select the Object Drawing button from the Options category of the Tools panel, or press the J key to toggle between the Merge and Object Drawing models. The Object Drawing button toggles between the Merge and Object Drawing models. Set preferences for contact sensitivity when you select shapes created by using the Object Drawing model.

Select the shape on the Stage.
To convert the shape into a Object Drawing model shape, select Modify > Combine Objects > Union. After conversion, the shape is treated like a vector-based drawing object that does not alter its appearance by interacting with other shapes.
To join two or more shapes into a single, object-based shape, use the Union command.