For those of you that aren't aware, the captions that are shown are actually embedded in the pictures by the photographer using metadata in IPTC (International Press Telecommunications Council) format. If you're not aware of how to access this information, it can be accessed with most graphics editing programs (Photoshop, Photoshop Elements, Nikon Capture, Lightroom, etc). In Photoshop and Photoshop elements, this can be found under File->File Info (Alt+Ctrl+I).