This is of course a contradiction: figure and
table are designed to float, and will always have
the potential to appear away from where you asked for them. Therefore
you have to find a means of getting the caption and other effects
without allowing the figure or table to float.
The most straightforward way is to use one of the float or
here packages; they give you a [H] float placement
option that prevents floating:
\begin{figure}[H]
\centering
\includegraphics{foo}
\caption{caption text}
\label{fig:nonfloat}
\end{figure}
As the example shows, these [H] figures (and correspondingly,
tables) offer all you need to cross-reference as well as typeset.
However, you don’t actually have to use float (or here) since it is, in fact, doing rather little for you. You can place your figure as you please, with a sequence like
\begin{center}
\includegraphics{foo}
\captionof{figure}{caption text}
\label{fig:nonfloat}
\end{center}
which relies on the \captionof command to place a caption in
ordinary running text. That command may be had from the extremely
simple-minded package capt-of or from the highly
sophisticated caption package.
Using either method, you have to deal with the possibility of the
figure or table being too large for the page. (Floating objects will
float away in this circumstance; “doing it by hand”, like this, you
take upon yourself the responsibility for avoiding
‘Overfull \vbox’ errors.
A further problem is the possibility that such “fixed floats” will overtake “real floats”, so that the numbers of figures will be out of order: figure 6 could be on page 12, while figure 5 had floated to page 13. It’s best, therefore, either to stay with floating figures throughout a document, or to use fixed figures throughout.
If it’s really impossible to follow that counsel of perfection, you
can use the perpage package’s command \MakeSorted
command:
...
\usepackage{float}
\usepackage{perpage}
\MakeSorted{figure}
\MakeSorted{table}
...
and the sequence of float numbers is all correct.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=figurehere