Adding to Existing Audio Files

You can insert the music track as a Background Audio and Captivate does provide (on that dialog) the option to reduce the background audio volume by an adjustable amount when slides also have their own audio.

However, the problem with this arrangement is that the background audio doesn't FADE out and in when the slide audio occurs.  It just drops in volume or rises in volume suddenly.  This gives it a rather jarring effect and for that reason I've never been able to use it.

There is a Fade In and Fade Out option on the Background Audio dialog, that only applies to the very BEGINNING and very END of the Background audio. If you could adjust the fade in and fade out when it cuts in or out around the slide audio, THEN it might be useful, but not as it is...sadly.

I've logged the suggestion myself to get better control of the Background Audio fade in and fade out.  But the more people that request it of Adobe the more likely it is to one day appear in Captivate.

Use an application like Audacity to change the audio clip? That will allow you to keep one audio clip, with faded intro music. I mention Audacity because it is free and easy to use. I would not recommend at all to use two audio clips. It would be possible to have the intro music connected to an invisible object and having it fade out but since buffering of audio clips with low bandwidth can cause synchronizing issues, personally I would prefer to have one audio clip.