Exporting SWF content and playback controls in one file?

Is it possible to publish to one flash file that contains the slides and the playback controls?
Currently I can only get it to export two separate SWF files, one of which is the playback controls. I have tried using the BMP playback controls and got the same result.

We are trying to create a Captivate movie that will launch as one file, from a document management system, to make it easier for users. If we save as an exe then the users have have to download the file to run it. If we save it as SWF then we have an HTML file and two SWF files but obviously trying to run the HTML does nothing because all files are within a document management system.

We really just want to provide the users with a one click option for viewing the movie including its playback controls.