Vanilla 2

Hello, I noticed here http://www.no-margin-for-errors.com/projects/prettyphoto-jquery-lightbox-clone/ that it's possible to change the appearance of the prettyphoto box. I would like to not have any frame at all but simply a caption below the image just as here http://cubeupload.com/im/Ucbh6I.png. Can anyone help?

thank you :-)