[rlegafl]

I am looking for a program that will allow me to insert captions/descriptions directly into jpeg images so that when images are transferred to CD or DVD that the captions/descriptions go with them

[slipe]

Irfanview does that. If you put comments, keywords etc into the IPTC that goes with the file just like the EXIF with the camera and shooting information. Irfanview will write directly to the IPTC. Get back if you want instructions for doing that in bulk.

Just be careful to not strip the EXIF and IPTC with a “Save”. Irfanview has a little dialog box when you “Save as” a JPG that lets you check whether to keep the data. Most programs don’t give you a choice.

There is no need for a Save or “Save as” after adding comments to the IPTC.

[smbd]

also Picasa can do that and it's free.
http://picasa.google.com/index.html