Open the URL, triple-click the caption under the photo to select it, then click the Next arrow above the photo. When the caption changes, a small highlighted rectangle remains on the right.
Unable to find the copy of above URL on Wayback Archive and Picasa Web is gone since 2015 as per (https://killedbygoogle.com). Plus WebKit / Safari has evolved since 2007 and so does Web support. I am going to mark this as "RESOLVED CONFIGURATION CHANGED" (since it is 'New' state rather than 'Unconfirmed').