You'll need to provide more information about your issue if you want help:
Sorry, I should have added more info.
I am using Captivate 5.5. I have only used this version and I have built it up from scratch in this version.
The last version of the working file I did exceeded 40mb in size. I have since deleted some of the pages to put it back under 40mb and it worked again.
The .exe file is self-contained. It is the only published file at this point, no links/calls etc... although eventually I will add an auto-run file but at the moment, nothing.