You can move the captions via your gallery edit page. Click the advanced settings tab, and scroll down where you'll see:
>show image captions with thumbnails. alignment = (below, right, left)
Check the box, pick the position and click update.
There's also the PBlog style sheets which is probably what you're after:
On your gallery edit page, look where it says "template". Default is set to original. Set it to Pblog, and click update.
Next, go to the box which says, "style sheet", and pick a pblog style and click update a second time. The new style is applied.
If you have a lot of photos in your galleries, some people aren't going to scroll for long. I personally find galleries using this style sheet a pain
to look through, and usually won't bother. Personal taste though, and others may feel differently.