Hi there
Two things:
First: Please report as a BUG to adobe. In this day and time where nearly everyone works with multiple monitors, it's really a failure on their part that the application would behave that way. Unfortunately, until they hear from enough folks about it there likely isn't anything that will change.
Visit http://www.adobe.com/go/wish to report the bug.
Until Adobe fixes Captivate, you may wish to use a multiple monitor utility such as MurGeeMon. Applications such as these will often provide a way to move hidden windows into view. 
To obtain MurGeeMon, visit http://www.murgee.com/MurGeeMon
Cheers... Rick 