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>