If you already have an Upload in progress, when you return to the Contact Sheet you can skip the Upload dialog by holding down the 'Modifier' key (Shift on Windows, Option on Mac) whilst bringing up the Upload dialog. The dialog will be skipped and the selected photos will be added to the last Upload queue. If you only have one photo selected this is simplified by just typing the 'u' key with the 'Modifier' key held down.
Then you can get back to adding captions to your photos.
HTH,
-Kirk
Yes I do this already, but with a "Save & FTP" button you can skip this step and move right onto the next image, select the photo, hit the "E" key and you are editing the next frame. It's doesn't seem like much, but when you send 134 photos like I did from an all day event the other day, each little step eats up time.
Cheers!