How to turn image caption into text link

Hello,
I would like to be able to turn the image caption beneath an image into a clickable text link. I found a reference to that at this post --> http://forum.bytesforall.com/showthr...t=caption+link , but this does not work for me.

I would like both the image and the caption to be hyperlinked to an external page. Is this possible?

Any help would be greatly appreciated.

Thank you.
Atahualpa 3.4.9