Do you mean adding a caption under the picture?
Simple! Insert the picture, hit enter and type the caption, hit enter and insert the next pictures, rinse, repeat, then post when you're done.
I don't bother with the "Insert Media" button, I just copy and paste the IMG tag from my pic hosting site Photobucket.
That's the line that looks like this:
[ IMG ]http://i2.webhostingsite.com/albums/y16/yourname/picturename.jpg[ /IMG ] only without any spaces.