Image captions – how to change the HTML

Hi,

I’m having a rather simple problem here, but still I couldn’t find the answer.

It’s about the captions of regular images, added in Wysiwyg-editor in WP-dashboad (add new post, add new page).

How do I edit the HTML that is rendered with image? I’d like to have every image in nice <div>, followed by the caption text in very own <p> tag. What template file hold this secret, what should I open in my text-editor?

br,
Tuomas