The fundamental problem with your document is that the captions aren't part of the table; they're is separate textboxes floating over it. If you cut the captions from the textboxes and add them to the actual table, either:
(a) in the same cells as the pictures; or
(b) in a new table row,
the problem is easily solved by either:
1. formatting the table so that rows don't break across pages for (a); or
2. using the 'keep with next' paragraph format in the image rows for (b).

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]