Welcome to the forum.
I had a similar problem which I caused by inadvertently
dropping an audio file into a slide body rather than dropping it
onto the slide itself. The audio got assigned to a caption which I
then copied to multiple slides. It played on every slide.
Try looking at the advanced audio management screen to see if
the slide 3 audio file is assigned to multiple objects.
In Captivate V2, select Advanced audio from the Audio menu.
Enable the Show object level audio checkbox -- lower left corner of
the Advanced Audio Management window. Alternatively, right mouse
click the slide 3 audio file in the library and select usage; but
that will show you only the one file's assignments.
Using either approach you'll be able to see if the slide 3
audio is assigned to more than one slide or object.
If the assignment looks correct, try deleting the audio files
from the library -- export them prior to deleting -- and
reimporting them. Then reassign the audio to the slides. Captivate
can become confused about objects and recreating them can help
clear up that confusion.
Phil