These are called Table captions in Word jargon.
I know of no way to make a two-line caption that will set up the way you want in each instance. You might be able to put the caption, itself, inside a borderless table cell that forced wrapping where you wanted it.

Note, there are advantages to using the Insert Caption method (on the References Tab). Among other things, it lets you create a Table of Tables or Figures (like a table of contents).