I noticed that when a caption is present, html code is parsed in the plugin. You can see this on this blog post: http://linux-blog.org/install-the-latest-kernel-in-pclinuxos/
Look at the top result for YARPP and look at this:
# PCLinuxOS Repositories (13.367) [caption id="attachment_659" align="alignleft" width="300" caption="2007 Repositories"][/caption] Something that is asked...
So, caption code is not parsed by the plugin. I don't have a solution...I just wanted to let people know.