“Heading 3” Figure caption – error for a figure in a “Heading 2” section?

I would like to use “Heading 3” as the chapter number for my figure captions, as most of my document has headings 3 or more deep. However, there are some sections (like an introduction) that has a figure in a “heading 2” section. Word just seems to number the caption with the number of the next “heading 3” section. Is there a way to fix this?