Follow what suggested in post #10 of the thread you linked.
That means you could apply these changes to this part of the macro:
Code:
'...
'Get the Image name for the Caption
StrTxt = Split(.SelectedItems(j), "\")(UBound(Split(.SelectedItems(j), "\")))
StrTxt = "Image " & Split(StrTxt, ".")(0) '<- changed
oTbl.Cell(r + 1, c).Range.Text = StrTxt '<- added
'-------------- do not use ----------------------------------------
'Insert the Caption on the row below the picture
'With oTbl.Cell(r + 1, c).Range
' .InsertBefore vbCr
'.Characters.First.InsertCaption Label:="Picture", Title:=StrTxt, _
' Position:=wdCaptionPositionBelow, ExcludeLabel:=False
' .Characters.First = vbNullString
' .Characters.Last.Previous = vbNullString
'End With
'------------------------------------------------------------------
'Exit when we're done
'...