LPJ Slideshow is "freeware" and is thus not subject to any payment, time restriction or feature restriction.
It was created by a Dane named Lars P Jeppeson and was freely available at
http://hjem.get2net.dk/lpj/Donations only were invited and any fee payable was only if distributed.
As stated previously, for some unknown reason this web site appears not to be available now.
When I first found the site and downloaded the programme in May 2005 it had a very active forum section.
Unfortunately, at that time I had not tried to create a sliseshow and thus not aware of my "captions" issue.
Probably I did not download 100% of the instructions.
Sorry I did not explain myself clearly in my original question.