Someone on this list recently helped me when I wanted the figure captions to
be clearly differentiable from the normal text and said I should include
%% Set the captions to be italic \newcommand\myCaption[1]{\itshape\refstepcounter{figure}% \begin{center}\figurename\ \thefigure :\ #1\end{center}\upshape} \let\caption\myCaption
in my Preamble. This works fine for DVI output.
But when I use dvipdf and other pdf generating methods the Caption comes out
as if the \itshape never happened.
It works for me. But you should replace your preamble stuff with the line
\setkomafont{captionlabel}{\itshape}
(when using a koma-script class) or
\usepackage[labelfont=it]{caption}
(works with every class)
This will prevent you of any troubles and incompatibilities with other packages.
