Unfortunately, the Document Map more or less randomly assigns outline
levels to paragraphs that resemble headings. You need to set the
Outline Level attribute back to "Body Text" (on the Indents and
Spacing tab of the Paragraph dialog box) for your caption paragraphs.
In order to prevent the problem from coming back, you also have to
stop using the Document Map. Outline View can be used instead to show
document hierarchy.
One way to quickly clear direct paragraph formatting is to select the
entire document and then press CTRL+Q. Note that if you have changed
alignment, indents, tabs or any other paragraph formatting without
applying or modifying paragraph styles CTRL+Q will remove these
settings as well.
On the other hand, if the style of an affected paragraph have been
updated to match the selection after the Document Map modified the
outline levels, the setting has of course been incorporated with that
style. Then you have to restore the outline level to "Body Text" for
the style definition(s).

Signature
Stefan Blom
> I am using Word 2002 and, with long documents, find the Document Map useful
> as a way to navigate between chapters. However, a file that I am editing
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>
> Any suggestions? Thanks in advance!