Apply Para Keep With Next command to two adjacent styles?

[Tom]

I have a long document with many images and captions below the images.
Sometimes due to page layout, the captions spill onto the next page
without the image. To fix this, I select the caption and image and
apply the Para Keep With Next command. This locks them together on the
same page.

I would like to automate this with a macro. All my images are in one
style (image) and all the captions are in another style (caption). Is
it possible to create a macro that says, find all instances where the
caption style is adjacent to the image style, and apply the Para Keep
With Next command?

 

[Tom]

Thanks Lene. That works well and is much easier to implement.