Adobe Captivate Trial - Video Demo closes the app

If you have a shortcut for Adobe Captivate on your desktop, look carefully at the shortcut icon.  If you have Captivate set up to be Run As Administrator then it should have a tiny shield icon in the bottom right corner of the Captivate icon.  Like this:

You can right click any shortcut for the Captivate.exe or navigate to the exe file directly in the Captivate install directory to see what the Properties of that item state on the Compatibility tab.  If it is set to be Run As Administrator then you should see the checkbox selected.

If that properties checkbox is greyed out then that means you do not have Administrator access to your PC and cannot therefore set Captivate to be Run As Administrator.  You would need to talk with your IT department and either get them to give you full Administrator access to the PC, or else set up a special user profile for you that enabled you to have limited Admin access required to just run Captivate with Administrator privileges.