Hi Peggy and welcome to our community
Let me guess. Did you click Insert > Image... to insert
the animated .GIF? If so, this is why. Try instead clicking Insert
> Animation...
Also, don't be too surprised if after doing this, the
animated .GIF file appears to have taken speed or consumed about
four shots of espresso! This is because the Frame Rate of Captivate
(Movie > Preferences > Preferences tab) is normally 30 frames
per second and the .GIF may be configured for 10 frames per second.
Hopefully this helps... Rick