I don't totally understand what you really want, and you don't tell which version of CP you are using. Functionalities and now with CP8 the UI are too different.
This will certainly already explain why the slide (I think you mean that by 'page') will advance when you click on an interactive object that has a simple action attached to it: Why choose Standard over Simple action? - Captivate blog
Whatever version you use, this is the case. You'll have to replace the simple by an advanced standard action to avoid release of the play head.