You get the WindowTag SetContext when Robot launches the web browser and the WindowTag variable is set.
You get the Caption SetContext when Robot did not launch the web browser but the browser is already open. It does not have a stored WindowTag variable to default to so it has to use the next best recognition which is Caption.
You can do a couple of things.
1) if in your code you have a WindowTag variable set as WEBBrowser you can just copy the WindowTag SetContext line and paste it replacing all the Caption SetContext lines.
2) To avoid this issue, make sure Robot has launched the web browser you are recording against so that the SetContext lines are as you expect.
If this or any response has helped you, please reply to the thread stating that it worked so other people with a similar issue will know how you fixed your issue!