As far as I know, you'll have to use several <caption> elements to get the kind of layout you're looking for. Try this example code to get an impression:
<dropdown blankexample>
/ options = ("blank", "tax form", "drink")
/ correctresponse = ("blank")
/ position = (22, 20)
</dropdown>
<caption examplecaption1>
/ caption = "This is a 'fill in the "
/ position = (10, 20)
</caption>
<caption examplecaption2>
/ caption = " task'. You have to select the correct option from the dropdown menu."
/ position = (30, 20)
</caption>
<surveypage example>
/ questions = [1=examplecaption1; 2=blankexample; 3=examplecaption2]
</surveypage>
Best,
~Dave