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I think I'll switch to TeXworks. Thanks sommerfee!

Thanks for the response. I've uploaded two log files: one is running the above code (pdf output) with the "use caption package" and one without. When the line is present, the Adobe reader displays

There was an error opening this document. This file cannot be found.

Then TeXnicCenter displays ...

some example code:

\documentclass[a4paper,12pt]{article}
\usepackage{graphicx}
\usepackage{epstopdf}
\usepackage[margin=10pt,font=small,labelfont=bf]{caption}

\begin{document}

\begin{figure}
\centering
\includegraphics{pge.eps}
\caption{This is the caption of my figure}
\label{fig:test ...

I would like to modify captions I'm using on figures from the default format. I've attempted to use the 'caption' package as described here: ftp://ctan.tug.org/tex-archive/macros/latex/contrib/caption/caption-eng.pdf (i.e. \usepackage[margin=10pt,font=small,labelfont=bf]{caption} in the preamble ...