As you are probably aware, if you have a Kodak Gallery account, Kodak is selling the Kodak Gallery to Shutterfly and albums will be transferred automatically unless you opt out (which would result in just having the albums deleted).  I went through this when ImageStation was sold the Shutterfly and all the albums I had there were transferred to a Shutterfly account.  That went pretty smoothly except captions got truncated to 128 characters which was the Shutterfly limit in 2007.  Shutterfly now supports up to 500 characters which should mean there is no problem since the Kodak Gallery limit is 400.  Unfortunately Kodak says they will not transfer captions. That is what I was told in a Chat session with the Kodak Gallery help group and that is the story everyone seems to be getting from Kodak.

You should be aware of of this forum:http://forums.shutterfly.com/posts/2687b2f29d .  It is a Shutterfly forum for Kodak Gallery members.  There is a lot of information, much of it conflicting, about the transfer of captions. 

The Shutterfly forum admin, Shannon, is of the belief that Kodak captions are going to migrate over with the photos but has not yet been able to confirm that with Kodak.  Her Shutterfly tech folks say yes the Kodak folks say no... just be aware of the situation.

One person on the forum suggested using http://backupgallery.com which has software that lets you download all your albums and your friends albums also.  I just noticed when I visited http://backupgallery.com that there is a note that says "Free till June 5th"  and they have a $4.95 price after that.  I assume that $4.95 is to download the BackupGallery software.  Be sure to read the Terms of Service for this product. This software is Copyright 2009-2012 © backupgallery.com.  It's not from Kodak.  I think it was developped a few years back when Kodak was deleting albums if people did not buy $20 of prints a year.

It says:

Backup Gallery^TM downloads your Kodak Photos to your PC !!!

• Download all your Kodak Photos with 1-Click!
• Download your friends' Kodak Photos also!
• Upload your Kodak Photos to Facebook is coming soon...

Once it is installed the software is truly 1-click.  You log it in to your account and it finds all your albums and all your "Friends' Albums", selects them all for download and when you click the Backup Albums button, off it goes setting up a directory for each album, naming it the name of your album, then copying a 640x480 resolution image of each picture and assigning the caption as the name of the .jpg file.  Because of filename size limitations in windows it truncates the caption to around 80 characters.  Not great but better than nothing.  The third drawback you will likely run into is the order of the pictures in the directory will probably get reshuffled unless the first characters in your captions are the order the images should be in.

Go to http://forums.shutterfly.com/posts/2687b2f29d and sign-up as a member to get the latest posts to that blog emailed to you or check it frequently.  You need to have a Shutterfly account to sign-up for the blog but it is open to anyone to visit.  Be sure you use the same email address you use for the Kodak Gallery if you set up a Shutterfly acount.  My guess is they will look for a Shutterfly account with the same email name as your Kodak Gallery when they do the transfer, and they will create on if their is none.

One last point.  If you have changed emails and have not updated that information on your Kodak Gallery account, update that now while you can still contact the Kodak Gallery if you need help.  If your old email account is closed you have not been receiving the Kodak notifications and you won't receive information from Shutterfly either.