Caption Styles parameters not work

I used this very nice and flexible slider often, bat at this time I've a problem because I need use rounded corners shadows and other options in the Caption Styles parameters, but despite I had set they the corner are non rounded, I can't display the shadows or any other parameters.
Somebody can tell me for what reason.
Many thanks in advance

Hi
give me your url to check the issue
CEd

Hi ced,
thanks for your prompt reply, my page is on Joomla 2.5.14 with a Roketthem template
my url is an alias so you can display it at alias.prova.com/Villacarmelita/
but before you must put on your host file as follow: 195.43.129.203 alias.prova.com

Another think I'd like do is put on the slider a logo like the screenshot here attached.
I must change the css right? Or is possible by the setup of the module?

I don't have the time to play with my host file. If you need some help make your website accessible please.
for your logo this has to be done into your template, nothing to do with the slideshow itself

I've transfer all in to a empty domain now you can see it at agriturismovip.it/