Saw this on Tweeter a few weeks ago, and finally had a use for it. To create a really great set of instructions, create a Captivate project which demos the steps you want taken. Publish it as you normally would. Then publish your project, again, to Word (or pdf if you have that option) as a set of Step by Step instructions. Adjust and fill out the instructions as necessary in word, then publish it as a .pdf. Open the pdf in Acrobat Professional and then embed the .swf file from your original publication.
Voila, there you have it!
Hmmm maybe I will try and make one with the instructions on how to make one... LOL!