AutoCaption With the Filename of the Image

(The real "meat" of my question is in the last paragraph, so please skip
ahead to it if you don't want to read all of this)

I'm currently working on a document that will use a lot of figures. At this
point I'm ready to start inserting the figures and I've been trying to figure
out the most efficient way to do this. What I've tried so far is to create a
Building Block called InsertFigure that contains two other Content Controls;
Picture and a custom InsertFigureAutoCaption control that automatically
numbers the figure and prompts the user to give a title for the caption. So
when I insert a figure using the InsertFigure QuickPart, a dialogue box comes
up prompting the user for the title, and when entered a properly labeled
placeholder comes up with all the correct formatting and the only thing I
have to do is click Change Picture and boom, exactly what I want. Well,
almost. There are a few problems.

When I created the Building Block I wasn't sure of the size I wanted for the
image, so all the figures are the same, too-small size. I want to make them
larger now and the only way I've found to do that is to go through 1 by 1. I
should also mention that I want them all the same size and I did some
searching for a way to easily resize all the images at once and found a macro
that someone had coded. I tried it and it screwed a lot of stuff up. So I
ditched that.

Another problem is that I don't like the Picture border I originally chose
for the Building Block and want to change it. Inside of the InsertFigure
building block I formatted the Picture content control to behave according to
the Picture style. I though I'd want a fancy Word 2007 Picture border and
didn't want to use a dull Word 2003 Paragraph border. Well my tastes have
changed and found that it not only looks better but is much easier to change
if I use the Picture style to control the Picture border. I guess I'm
wondering how can I change all of the InsertFigure bulding blocks I've
inserted to completely get rid of the Picture formatting border?

Now this is what I really want to know... After doing some searching I see
that it's possible to "mail merge" images into a document. So this got me
thinking: Is it possible to create some sort of AutoText (or something of the
like) entry and use field codes to insert an image from a particular database
or more preferably a common folder? The images would have to be inserted in
a particular order from the top of the document to the bottom. If the mail
merge is too complicated or not possible, then is it possible to create a
custom Building Block to insert an image with a field code just below it so
that the field code automatically creates a caption that gives the figure
number AND the filename of the image (without the path or the .jpg
extension). For instance I'd like to create a folder with all of the images
I'm going to use that have a filename similar to "2.4 - Picture of a
Cat.jpg". If I use a custom QuickPart, say "InsertFigure," then I'd want the
image to come up with a caption below it that says, "Figure 2.4 - Picture of
a Cat."

--Any suggestions, ideas, experiences, etc, is certainly appreciated. Sorry
for "rambling." Thanks in advance.