With my limited knowledge on the subject, I'd say no, but can you try to fudge it by inserting spaces at the start of the caption? I guess you could look at the window.width to try and estimate how many spaces you'd need...
I was fiddling and came up with this, YMMV:
Private Sub Workbook_WindowResize(ByVal Wn As Window)
Wn.Caption = String(Int(Wn.Width / 6), Chr(32)) & "My Text"
End Sub
Also seems that window captions can't exceed about 200 characters, when it drops an error.
FWIW, in Excel 2007 the captions (of maximised spreadsheet sub-windows) are centred anyway.. but they move around too when different 'context tabs' appear and disappear...
As an alternative, would a conspicuous floating text box at the top of the visible range be an alternative solution?
Rick 
Melbourne, Australia