Highlight boxes showing/not showing in preview

I just started working on Adobe CP 9 and have added some highlight boxes to one of my slides.  The highlighted boxes show up when I do a  play side preview but when I do a project preview the highlight boxes do not show.  I tried looking up an answer but could not find any suggestions, I even recreated the boxes thing that maybe the first boxes where not done correct.  After doing all this, over and over again.  I started playing around with the controls hitting stop, pause, fast forward and then I noticed that the highlighted boxes showed up but the sound stopped.  When I tried to replay the slide again, it went back to now showing the highlight boxes.  So after this happened, I thought that maybe when CP 9 creates a preview, it's not doing it correctly.  Has anyone experienced that problem, if so, how did you correct it.  Thanks.