[texhax] Caption to figure in margin -- gives "LaTeX Error: Not in outer par mode"

[Niall Mansfield]

I want to put the caption to a figure in the margin (to save space,
as vertical space is limited for reasons we don't have to go into).

I have tried:

\begin{figure}
	\centerline{\includegraphics{dummy.eps}}
	\marginpar{This is a dummy picture}
	\end{figure}

but that gives the error:
	LaTeX Error: Not in outer par mode

Is there a way round this?
(Figure numbering, tables of figures, etc. are not important,
so the solution doesn't have to be 100% "clean".)

	Thanks,
	Niall