Mouse movement won't copy

I am trying to add captions for a slide without making the bandwidth huge, so I decided to copy a slide and paste it multiple times, one after the other. That way I could put some captions on each slide and have the last slide show the mouse movement required to move to the next part of the presentation.

Unfortunately, I'm finding that the mouse movement is somehow tied to the first slide, and it is not repeated on the other slides. The other elements on the slide, including the box that highlights the link, are copied, but the mouse isn't.

I tried to fix this by clicking and dragging the first slide into the last position, it doesn't work. The mouse movement is now tied to the new first slide, and my new last slide has everything *but* the mouse movement. I even added a caption before moving the first slide to become the last slide - the new caption is there, but the mouse movement is gone.

It may help to tell you that this is all going on inside a larger project; neither my "first" or my "last" slide is at the beginning or end of the project as a whole.

Any suggestions?