Certainly the six separate lessons would load much more quickly. You could accomplish this using the Aggregator tool that is installed with Captivate. To create an Aggregator project, click File > New > Aggregator Project...
Note that all your sub projects should be configured identically as far as the ActionScript version you are using (AS2 or AS3). You set that in Edit > Preferences > Project > Publish Settings.
As a final word, 100 slides is into what I call the danger zone for Captivate. We usually recommend that folks limit projects to 50-65 slides as a very broad and general rule-of-thumb guideline.
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Thanks, and once again a very good tip re limit on slides.
So long as you can get the links to open the other projects working correctly, I'd agree that it's better to split.
Search the forum for info about issues around linking to other projects, especially if you publish to CD or a shared local drive.
If you're publishing to the web or an LMS my experience is that it's much more robust to handle the table of contents through html than from a Captivate project.
However, if it works for you, click the dropdown arrow that appears when you select Open Other Project as an action on success.
That will give you options for opening in the same browser window or a new one, and let you pause the project with the menu so it stays available.