Hello Frank,
You also can put the image caption in the blog main text as my screenshot:
http://screencast.com/t/2sgUfODm1hf by follow what Akash shared above.
What do you mean by "the images inserted in the main text via Rokgallery". Can you explain it more so that we are able to understand you well and please provide us with backend access and ftp access as well so that we can assist you on this issue much quicker.
Please be advise.
Thanks.