This is not the standard behavior of sliders and as usual, implementing an unexpected behavior of a GUI element will confuse the users. Therefore I recommend not to try it.
You can check the current position of the mouse in the slider's callback, and if you detect a click on the bar, you can adjust the slider's 'Value' property such, that it equals the position of the mouse. This is not hard, but a little bit tedious: Maybe you have to get the position of the slider dynamically, what it has 'normalized' units and the figure is resizable. But there is always a method to get the slider's and mouse' position in pixels, such that implementing an individual method for moving the slider is possible. Try it and post the current code in case of problems.
