I'm wondering where files are published and how the files are / will be accessed by users.
Are they local to the computer? On a file share? On a webserver? In an LMS?
Each of these options can have consequences for editing, saving, hosting and publishing with Captivate.
Typically these errors appear when you access content via a local network, rather than a server.
The error reported by JohnAtOtap was "Do you trust this content to connect to the Internet?"
which could indicate he created a button with a URL/link to a swf with the fully resolved domain:
http :// www.domain.com / path / file.swf rather than a local one / path / file.swf or file.swf
One other thing, using a button who's action is 'Open URL Or File' may cause the error, where setting the slide action to 'Open Another Project' may have better results.