how do i add a caption to a floating shape not inline with MS Word VBA

In your document, drag to draw the text box over the object.
    On the Drawing Tools Format tab, in the Shape Styles group, click Shape Fill, and then click No Fill.
    In the Arrange group, click Text Wrapping, and then click the text wrapping option that you used for the object.
    Under Text Box Tools, on the Format tab, in the Arrange group, click Send Behind Text.
    Right-click the text box, and then click Format Shape.
    Click Text Box, and then set the internal margin values to 0.
    Select the object, and then click Cut in the Clipboard group on the Home tab. Or press CTRL+X.
    Click in the text box, and then click Paste in the Clipboard group on the Home tab. Or press CTRL+V.
    Select the object, and insert the caption.

taken from here:
http://office.microsoft.com/en-us/word-help/add-captions-in-word-HA102227021.aspx

Thanks GrahamSkan can you help me with a few issues:
1) it makes a very large caption box Ineed just a teeny one for a number
2.how do iset the font
3) how do I make it see through