In Director, 'go to the frame' works VERY differently than Flash's
'stop()' command. It does not stop anything on the stage from doing
things. It only stops the timeline from progressing.

If you have a swf sprite that takes up only one frame, and it has a
frame script like this:

on exitFrame me
go to the frame
end

then that swf will continue to play until you tell Director to go to
another frame.