You can control that in the paragraph palette. It is usually hidden by default. You can activate it on t he Window menu. Once active highlight the field you want to adjust. Then in the paragraph palette right below the tab an indictaor telling you what you are editing is present. Set it to Value only (by clickinng on the little right arrow icon beside it). Now you can set your indents and spacings accordingly. The trick is to make sure you have it set for value only.
The first one is how it appears when I have text in the caption that goes on to 2 lines, the second one is how I want it to appear.
Paragraph allows me to change where you actually put the text in, but it doesn't change the visible layout. I have managed this with the margins, but it makes editing troublesome as it blocks out the second line of the caption in the editor (looks fine in preview as I made my sizes enough to keep the caption visible but shrink the box, but if I move the margin further up it does hide it)