Drakmyre
Your Ball object has an instance variable called 'Health' that has an initial value of '5'.
The reason it's not there when the program starts is because your Event 5 says, 'If Ball instance value Health = 5 then Destroy ball'.
If you change this to 'Ball Health = 0' then your ball will not be destroyed.
Also, spawning so many balls on collision with the side walls is not a good idea as you will get a cascaid of creates that will eventually crash or lock the browser.