I tried a ball movie clip from library and add drop shadow filterwith as:

this.attachMovie("ball","ball_mc",1);
var myDropFilter = new flash.filters.DropShadowFilter();
var myFilters:Array = ball_mc.filters;
myFilters.push(myDropFilter);
ball_mc.filters = myFilters;
ball_mc._x = 150;
ball_mc._y =150;

this.attachMovie("ball","ball_mc",1);
var blurX:Number = 30;
var blurY:Number = 30;
var quality:Number = 3;
var myBlurFilter = new flash.filters.BlurFilter(blurX, blurY, quality);
var myFilters:Array = ball_mc.filters;
myFilters.push(myBlurFilter);
ball_mc.filters = myFilters;
ball_mc._x = 150;
ball_mc._y =150;