There is a plugin for WordPress that simplifies adding hyperlinks to captions
Many thanks to {a.} of Handmade 2.0 for sharing this info.
Link captions simplify the attribution of Creative Commons photos shared in the public domain.
Before using any photo, check the licensing conditions first.
At Flickr, these are listed in the right sidebar under the sub-heading Additional Information.
Please don’t just take, but contact the photographer and ask for permission. If you are using Creative Commons photos and graphics, which are free for non-commercial use, please follow the attribution conditions listed in the license. Usually this is the name, nom de web, or website address of the photographer and a link to the photo used. Contact the photographer to ask how he or she would like to be listed.