How to write captions on photos

Please help!
I want to see if it is possible to set the camera to write captions e.g 'John's Ist Birthday' on every picture I take on a given day.

I remember seeing and setting something similar to this on my D3100 but nothing comes with the pictures.

Anyone know how to do this?

As I download my images to PC an option box [Nikon D300]is displayed asking what I want to do with the images...One of the options is "copy picture to a folder on my computer using Microsoft Scanner and Camera Wizard" I name the folder and each image has that name with a number from Eastern Robin 0001 to 1000 ETC...I'm not sure this worked

I don't have a 3100, but I downloaded the manual. All I can find is described on page 140 as an image comment. It is treated as Metadata and will not print out on the photo itself. It can be viewed on the photo information display (page 100). Being metadata, you can probably read it in viewNX or lightroom also.

I use Power Point. There are a lot of type-face options and techniques.