Export with Playback

Hi
Is it possible to export my captivate project along with the playback skin as a single file? If not, is there a work around for it?

Here's my situation...

I created demo.cp, a captivate project.
After publishing, I get two files -- demo.swf and demo_skin.swf.
The demo.swf has only the movie without the playback controls.
I want both to be in one single file.

Any assistance will be greatly appreciated.

Cheers!