the last time you worked on it, did captivate exit the file strangely?  Crash?  End Task in the Task Manager (Windows)?

When Cp opens a project file it creates a hidden file that 'locks' the file so no one else can open it.  When you close the project, it removes the file.  The message you're describing can come up when that file doesn't get removed when Captivate closes.  It can also be all those scary things mentioned there.

If you go to the folder options you can 'show hidden files' and remove it manually IF that is really the problem.  Make sure you're not running two isntances of captivate and that no one else is working on the file (if it's in a network location) before doing anything.

That message can also come up when a file is created in say Cp 5.5 and you try to open it with Cp5.  They're not backwards compatible.

your desktop is also a folder.  If you're on Win XP it's at:  C:\Documents and Settings\user\Desktop or some equivalent if you're running some other version of windows.  Once you're there, select Tools > Folder Options > View > Hidden files and folders > Show hidden files and folders.  Look for the lock file and delete it.

If Cp crashed in the middle of the save, removing the lock file may or may not fix it.  If you have Captivate set to create back ups, you can ressurect the file from there.

Don't despair completely yet, you might be able to claim it back from the captivate cached projects also.

C:\Documents and Settings\user\My Documents\Adobe Captivate Cached Projects

There's a tool that helps you locate and pull back the file:  http://blogs.adobe.com/captivate/2010/09/recovering-the-project.html

This worked for me as well.

I wasted an hour looking for, trying and executing the answers but at least the month of work I did is not lost.

I'm not exactly thrilled that I had to resort to this to recover the file but at least it is recovered.