First of all the Media module rocks!

I have been using it successfully to manage and add images to Article nodes. I have also added custom Media Fields to the default Image File Type to store the image caption. However, when I add an image to the Body using the Media modules CKEditor image browser and view the Article I can only see the Only local images are allowed. tag and not the additional custom caption field.

What am I missing? How can I get the caption field that I created to display also?