prosper figures

[Raphael Clifford]

I apologise if this in the docs somewhere but what is the correct way to 
insert a figure with a caption using prosper/lyx?  As far as I can tell 
if you just insert->graphics you get an error if you fill in the Caption 
box.  If you insert->floats->floatflt figure  (which is an odd thing to 
do in prosper) and then insert->graphics the image doesn't appear at all.

Any help very much appreciated.

Cheers,
Raphael