It is well known that Captivate authors should ONLY work on project files that are stored and accessed from the computer's own hard drive. If you are pulling down project files from your network LAN or saving back up to the LAN using Captivate then you will have these issues. The use of virtual My Documents folders and roaming user profiles can also play havoc with Captivate's stability.
You need to set up working folders on your C drive for your Captivate projects. You'll need one for your Captivate Project Cache, one for your Captivate Publish folder, one for your Video Demo Recording Working Folder, and one for your Layouts and Themes. All should be on your own hard drive, not the LAN or (if your IT dept uses virtualization or roaming user profiles) in your My Documents folder.
Once your folders are created you can set these as the Default Locations in Preferences > General Settings > Default Locations and Preferences > Recording > Video Demo etc.
Since it appears as if you have been working over the network up to this point, you may also find that you need to kill your Preferences folder as well after setting up the local default locations. Otherwise Captivate will continue to look for the network addresses.