In the caption object there is the option to load a picture.  I am assuming this allows me to load a picture that can appear to the left of my text but if I load a picture nothing happens.  It does not appear in the control either at design or run time.

Am I understanding the purpose of this incorrectly?

No, the picture property is used as a texture, when the gradienttype is gtTexture.

Kind Regards, 
Scheldeman Pieter

Ahh I see, thank you very much :)