To your last you have just posted.

the correct order to define styles for a link is
a:link, a:hover, a:visited and optionally a:active

As for the question where to do css coding - inside page...

Oh I see...
Well, in my opinion the problem is because you use div's to wrap the images together with the caption. Besides, why do you use the caption element - this is a table element, so if you...