[texhax] accents in figure caption

[Brian Papa]

Is there some trick to getting accents/special characters to work in 
figure captions?  I want to place an umlaut above an "a" (for the name 
V\"ais\"al\"a).  Using: \"a works fine in the main body, but when I try 
this (or any other accent mark) in a figure caption I get errors. I also 
tried \protect\"a, but that did not help. I assume I am missing 
something obvious.
I am using protext and the article class.

Thanks,
Brian