That's a good thing. Your code should all be in the same place. If you're doing OOP, then in the same class per object.
Well there is no such thing as a home-made component, really. At least not in the sense that you're talking about. Plus what you're using is not the button component (that's a totally different thing). You're using a button object.
If you don't like the behavior of the button object, why are you using it? You can apply the same actions to a movieclip that you can to a button. In fact, I never use buttons. I always use movieclips. They're much more flexible.
You should take a look at the following tutorials from Lee Brimelow of gotoAndLearn():
Creating Animated Buttons:
http://www.gotoandlearn.com/player.php?id=28
Introduction to OOP:
http://www.gotoandlearn.com/player.php?id=48
In the first, he'll show you how to use movieclips as buttons. In the next, he'll show you how to create an object-oriented class from it.
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