Though many of us have Photoshop or Fireworks or some other similar graphics editing software in the toolset, the truth is that none of these necessarily make more "appealing graphics" than others. The success or failure of the end result is entirely in the hands of the graphic artist or person using the application.
Rather than going out and spending a lot of dollars at the moment on software, I would suggest that you just start using PowerPoint to create simple graphics. It's actually a pretty fair tool in this area. Once you have created something that suits your project, you just group it, then right click on the graphic and choose Save As Graphic from the context menu. I usually use PNG format for importing into Captivate.
I like to follow Tom Kuhlman's blog (even though he's with Articulate) because he has lots of good practical tips about how to create e-learning.
Here's a recent post that might be applicable to your question: