Before publishing go the button properties where it shows the location of the pdf.
Instead of C:documents and settings\user\My Documents\My Project\your_file_name.pdf (or whatever it is), strip off all the drive path location so the file location in the button is just your_file_name.pdf
When you upload the published files to the web server, make sure the pdf is in the same location as the captivate (swf, html, etc) files.
Does that help?