The attached swf file is that your published Captivate SWF with the animation inserted?
When you insert the animation into Captivate are you getting a warning about "This file contains references to _root...."? If so, then I think it is because the intro animation contains a function that created those squares at the _root level, but since you import this into Captivate then Captivate will be the _root and the squares will not appear.
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I think what cpguru told you is probably correct. I just had a similar issue with an imported swf referencing root, which completely broke my Captivate project. One fix for this is (if you have Flash) to create a Flash "wrapper" for the animated swf, and then tell that animated swf to keep the _root reference to itself rather than the Captivate root.
If you have Flash, open a new project and make sure it's the same pixel size as your intro_preview.swf. Then use this code (this is ActionScript 2.0):
intro_container._lockroot = true;
The _lockroot = true is the soup bone line of code. By telling the loaded swf to lockroot, then any calls it makes to _root will be localised to that swf and not the containing swf. Let me know if that makes sense, or if you don't have Flash you can provide the swf to me and I'll go ahead and put it together for you :)
Do you have theserules for AS3?
Rita, I'm sorry but I don't have the AS3 rules. I did a quick check in the AS3 library and read that _lockroot had been deprecated, but I'm not sure if there's a new or equivalent syntax to carry out the same function.