I found a solution at this thread. Basically, you just have to move your skin file (ie. SkinOverPlayStopSeekMuteVol.swf) to the same directory as your index.html file.
doghouseJim, thanks for the link. Although I didn't have to use swfobject in this case it is still good to know. Also, I didn't know that Flash can generate the HTML. This is a quick and easy way to see the video in a web browser and if you're using Firefox you can go to View > Page Source to see the code. If you just want to see the HTML, then all you have to do is go to File > Publish Preview > HTML and it will open a web browser where you can view the page source.
After publishing an adobe captivate 8 file that has a video I got this message when the video slide starts, I'd appreciate if you have any useful suggestions.
Error #2044: Unhandled skinError:. text=[IOErrorEvent type="ioError" bubbles=false cancelable=false eventPhase=2 text="Error #2036: Load Never Completed. URL: file://C:\Users\User\AppData\Local\Temp\Rar$DIa0.291\haloSkin1_as3_progressive.swf"]
Thanks in advance