I don't personally recommend Slidelets as I have found they tend to bog down playback for some reason. I would recommend you try using Event Handler widgets for this.
You can set up any number of Event Handlers on a slide and each one gives you up to two events that you can use to trigger Advanced Actions. So for example you can have an Event Handle attached to a highlight box and trigger one action when the user mouses over the box (e.g. SHOW a caption), then another action when the user moves their cursor away from the box (e.g. HIDE the caption). You could have another event handler attached to the same object that fires a different action when they click or right click.
http://www.infosemantics.com.au/adobe-captivate-widgets/event-handler- interactive
Trial version here:
http://www.infosemantics.com.au/adobe-captivate-widgets/event-handler- interactive