I've created a table and given it a title using captions. Now I want
to insert a caption into the first column of each row of the table.
When I place my cursor in a cell and go to Insert - Reference -
Caption, Word 2003 selects the entire table and only allows the new
caption to go either above or below the table, but not in the table
cell.

Is there any way to put a caption in an individual table cell?