no caption appears and class="caption" gets stripped

Hello, I'm using the wysiwyg module along tiny MCE, IMCE and the wysiwyg filter module to have images appear. I'd like to use the image caption module to add a caption.

In my wysiwyg filter input format, all attributes and most styles are allowed for the img tag.
(in wysiwyg filter: img[*] allows everything).

Now, I have the advanced image plugin enabled in my tinymce, and i have added .caption { } to my layout.css, which is supposed to be the used css for tinymce.

If I add a title description with advanced image and set the img tag's class as caption, no caption appears in tiny mce.
Here is how the img tag looks in html in tinymce:
<p style="text-align: center;"><img class="caption" style="border: 0pt none; margin: 5px; vertical-align: bottom;" src="/sites/default/files/atlanticthumb.jpg" border="0" alt="signs books at Atlantic Books" title="signs books at Atlantic Books" width="250" height="375" /></p>
I do not see any caption in tinymce.

Once I save the page, it looks like the img tag class has been stripped, although I do not see why:

and in the output I don't see the caption either.

I really don't understand what teh problem is. Are captions supposed to appear in TinyMCE wysiwyg mode? In this case, while the class="caption" is there, why doesn't it show up? Second, why is my class="caption" being stripped when everything is allowed for the img tag, that's another issue...

Thanks for your help.