Table of Contents in Word displays captions

Hi,

I am using office 365. My problem is that when I insert table of contents it inserts captions along with Heading -1, 2, 3 and 4. I tried to modify the table of contents, but cannot uncheck captions, when I select the options. Captions shows in all my formats and I am unable to remove the same. 

Please suggest ways of limiting my table of contents to only Heading -1, 2, 3 and 4 (no captions).

Thanks

Sandeep