--- captcha.module	Wed Oct 20 22:35:06 2010
+++ captcha_patched.module	Fri Oct 29 23:57:59 2010
@@ -390,6 +390,16 @@ function captcha_form_alter(&$form, $for
 
     }
   }
+  // Set warning message on top of Perfomance Settings page about caching and CAPTCHA.  
+  if ($form_id == 'system_performance_settings') {
+    $form['captcha_caching']['#weight'] = -10;
+    $form['captcha_caching'] = array(
+    '#type' => 'fieldset',
+    '#title' => t('CAPTCHA Message'),
+    '#description' => t('<strong class="error">Warning! Pages that contains CAPTCHA can not be cached, even if caching mode is set to Normal or Aggressive. For example, comment form with CAPTCHA on same page with full node view will lead to entire page be non-cacheable for anonymous users.</strong>'),
+    '#weight' => -10,
+  );
+ }
 }
 
 /**