Hi there,
In order to change the images' borders so that they are black and the captions are white, you will need to have the Custom Design package and will need to modify your site's CSS. This add-on will also let you modify the appearance of your site in any number of other ways so that it is more yours.
For more information on the Custom Design add-on, you can click here:
http://en.support.wordpress.com/custom-design/
And if you do decide to purchase the Custom Design add-on, you may need help with the CSS code to make the changes you want to your site! We've created a forum specifically for that, and you can look through it right here:
http://en.forums.wordpress.com/forum/css-customization