I don't think you can get rid of this message box.
Under Preferences > General > Confirmation Messages there are a large number of such boxes that you can deselect to make them stop appearing. However, none of them seem to be an obvious choice for the box you are seeing.
There is one called Extend Item that is a bit cryptic. My suggestion would be to go through and untick ALL of these boxes, relaunch Captivate, and see if the dialog box does not appear. If this works, go back and turn the boxes on again until you find the one that did the trick.
If NONE of these option boxes are able to turn off your annoying dialog, log an enhancement request with Adobe to have this option added in next release. I agree that it's quite annoying.