Hi Dave B. and welcome to our community
Assuming you are using Captivate 2, here is how to configure
the background for all slides.
Either in the Film Strip of the Edit view or the Storyboard
view, select all the desired slides. Now right click the selection
and choose Properties from the context menu. See that button
labeled Change background image...? Click that and select your
desired background. Click the OK button and poof! All the
background slides should change.
Keep in mind that this is probably only useful for projects
that began their existence as a blank project. If you do this with
a project where you have recorded something, each screen capture
becomes a background image on each slide. As you should be able to
see, you really would be defeating your purpose by replacing all
those types of backgrounds.
Hopefully this helps... Rick