Hi,
Well if you aren't using the captions anywhere else you can just remove the tags. Please open up /inclues/helper-slideshow.php and find line 220 that looks like the code below
if(!empty($slide['slideshow_caption'])) $data .= '<div class="featured_caption">'.do_shortcode(nl2br($slide['slideshow_caption'])).'</div>';
and replace the above line with the two lines below
if(!empty($slide['slideshow_caption'])) $data .= $slide['slideshow_caption'];
//if(!empty($slide['slideshow_caption'])) $data .= '<div class="featured_caption">'.do_shortcode(nl2br($slide['slideshow_caption'])).'</div>';
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If you plan on using the captions elsewhere in the regular format, what I would do is prefix only the captions that you want to show without the html tags with something like %$% and then do a if/else check on line 220 for the presence of %$% inside the string to determine whether to remove the html tags (and %$% from the string). Its a bit hacky but will work.
Thanks,
Nick