figures with captions

I'm trying to create a paper where I have figures and captions under the figures and would like the body text to nicely fill in all of the space around the figures.  My text body is double columned and the figures and captions span both columns.  I simply insert the figures and captions in the body text, the figure is at one point and the caption immediately follows.  The problem is that I have a lot of figures, and I end up getting a lot of empty sections, because the program decides a new page is necessary to fit the figure before the previous page fills up with text.  I tried changing the anchor position of the anchored frame to "top of column", which helps with the space issue, but then the caption no longer connects to it.  Any ideas how to get this to work?  Seems like a common thing to want to do.  Thanks in advance!