Word 2000 captions, etc. for Excel table

I would like to import a number of Excel worksheets into a Word doc and caption them as Tables. I want to have the link set to manual.

I'm having trouble doing this the "obvious" way since the captions keep showing up in a text box which can't be seen by the cross reference tools.

Is there a way to do this simply or do I have to craft a macro?

Thanks,
Stuart