For future reference, thewebhostinggdi, you may want to try to address the question that is actually being asked.
The grey background and black border come from styling of the div element that the image is in. If you remove wp-caption from the class of the div element, then it will remove the border and background.
What it looks like now:
HTML Code:
<div id="attachment_68" class="wp-caption alignright" style="width: 186px">
<a rel="attachment wp-att-68" href="http://jesusfreesyou.org/blog/2010/02/revitalize-your-walk-with-god/pic_surfing_guy_web_design/">
<img class="size-full wp-image-68" title="pic_surfing_guy_web_design" src="http://jesusfreesyou.org/blog/wp-content/uploads/2010/02/pic_surfing_guy_web_design.jpg" alt="Jesus Frees You!" width="176" height="249" />
</a>
<p class="wp-caption-text">Jesus Frees You!</p>
</div>
What you want it to look like:
HTML Code:
<div id="attachment_68" class="alignright" style="width: 186px">
<a rel="attachment wp-att-68" href="http://jesusfreesyou.org/blog/2010/02/revitalize-your-walk-with-god/pic_surfing_guy_web_design/">
<img class="size-full wp-image-68" title="pic_surfing_guy_web_design" src="http://jesusfreesyou.org/blog/wp-content/uploads/2010/02/pic_surfing_guy_web_design.jpg" alt="Jesus Frees You!" width="176" height="249" />
</a>
<p class="wp-caption-text">Jesus Frees You!</p>
</div>
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