New to multistate objects and advanced actions? Maybe I have some issues with terminology, in that case I apologize. I understood:
You have a shape which is a multistate object, Normal state has no stroke, second state ' NewState1' has a black stroke.
Shape 1 is defined as button? I am not sure at all, because I don't see the Properties, nor the default Rollover and Down state for Shape 1. You cannot click a shape which has not be defined as button.
Shape 2: just a shape, but hidden in output.
You use an On Enter action to change the state of Shape 1 so that it shows the stroke. The playhead will remain at the first frame of that slide, because you didn't release it with a Continue command.
BTW which exact version do you use? Look under Help, About Captivate. Most recent version is 220.127.116.119.
If shape 1 is defined as a button it should have an action to be triggered on the Success event. That action can be a simple action 'Show Shape 2'.