Quickie Web Albums
I just got the latest update to my web-gallery program, Quickie Web Albums, and it has the one feature I was hoping for! You can specify a short description to be used as a caption with the thumbnail and a long description to go on the full-sized page. I had been doing that editing manually before now, and consequently had to be really careful about adding new images to a gallery. I have been very happy with this program (I have the MacOS 9 version) and I think it's entirely worth the registration fee.