If you could type anything into a caption, the skin wouldn't be portable between languages. PVD depends having a standard word list for it's translation process. That said, you have 2 choices:
1) create a custom language file to rename the caption
2) make the skin non-standard and (more) likely to break in future releases of PVD
Option 1 (recommended)http://www.videodb.info/forum_en/index.php?topic=763.0- copy one of the language files
- rename it to custom.lng
- put updated custom.lng in the directory where PVD is installed
Option 2 (example assumes page background color of $FFEFCF)
<row>
<column>
<label>
<caption>Some custom text</caption>
</label>
<fieldlabel field="wish"><font><color>$FFEFCF</color></font></fieldlabel>
</column>
</row>