Can I insert a PDF into a course slide?

I'm posting this because I just spent most of a day trying to get this to work.  I think it may be a bug, but before I submit it, I'll clarify what Rebecca was saying above.

I'm embedding a .pdf into my .story file by using a web object that references an index.html file - both files are on my local drive, but I want them wrapped up in the Storyline export because I don't have a web server to host them on.  However, when I publish the file, the .pdf will only display if I have it on my local drive in the exact same folder it was in before.  Storyline is publishing with an absolute path, not relative, and it's pointing to my C: drive.

I go digging around in the published folder structure, and I notice there aren't any subfolders under the story_content directory, which is odd, because if there are files to be included, that's where they should be located.  I published and re-published a dozen times, moving files around, changing names, etc, etc, when I came across Rebecca's post.  At this point, I didn't have anything to lose, so I tried moving the index.html and the .pdf files into an arbitrary folder named story_content, and then published my file.  POW - the published story_content folder now had a WebObjects subdirectory, and further down, I found my two files in there:

Basically, if you're having trouble with Storyline including content for a web object, this might be your solution.  Create a random story_content folder and drop your web object content in, then publish.  It seems to force Storyline to create the folder structure it needs to in order to embed those files.