With the LaTeX package
caption you can change the properties (such as font family) of the captions of floats (tables and figures). It's part of a default LaTeX installation, so probably you don't need installing something.
You could use this package to better separate the captions of floats from the body text. For example, the following line in you preamble will typeset the captions in a sans serif font.
More information can be found in the following manual: http://www.tug.org/tex-archive/macros/latex/contrib/caption/caption.pdf