I haven't actually run that one, but I've used the same trick in other games. The trick is to make sure it's a change of pace - don't let the usual group dynamics take hold. If one player is always the leader in the regular Pirate group, then ensure someone else outranks him in the naval interludes. If your players are deadly serious during the pirate games, then play the naval stuff a bit more for laughs - portray the Imperium as something closer to blundering buffoons (with enough firepower to roast a planet). If your pirate group is loose and casual, then try to run the naval section as a more serious drama. Look for ways to contrast the two parallel stories.