Ok, but what do I do besides control-drag to control that? Specifically, how do I make sure I am copying the photos and not just making links.
See Tools, Preferences, Album, When adding files...
Now I have a bunch of links I need to replace with the real photos without losing the captions I have already entered.
In theory, you should be able to select the thumbnails of the links that you want to replace, right-click, and choose "Convert link to copy."
But David, this seems to be broken, at least in jAlbum 11.6b4. It's copying the image files into the image directory, but never updating albumfiles.txt.