I covered the process of using Captivate's Aggregator utility some time ago. The Aggregator offers a quick way to combine multiple published SWFs into one, seamless lesson.
Once the lessons are aggregated, they will share a single TOC, allowing learners to jump from one lesson to another at will. During a recent advanced Captivate class, one of my students asked if it was possible to remove the TOC. He said that he wanted the lessons to play one after the other, and he did not want learners to be able to skip over any of the lessons. While my preference is to allow a learner to skip around a lesson as they see fit (see AJ's article), the ability to hide the TOC in an aggregated project is simple. From within the Aggregator project, click the Publish Settings command (located at the top of the Aggregator window).
From within the Aggregator Preferences dialog box, select Hide Table of Contents and then click the OK button.
There will not be any obvious changes to the Aggregator project at this point. However, when you publish the project the shared TOC will be removed and the combined lessons will play one after the other.