Pictures with label & caveat

Okay, this is like an algebra problem to me (and I always despised algebra).

I have 250 photographs(jpeg) that I need to convert into PDFs. Each photo needs to have a visible label that's the same as the file name. Each photo needs to have a caveat (copyright.all rights reserved...etc.) and preferably not on the photo itself. The photos are spread across 10 folders - I then have to create bookmarks for each folder and then each of the photos in that folder.
Question - Is there any automated features of Acrobat 9.0 Pro that I could harness to make this less time consumming? (Currently, I'm inserting each picture into Word, typing the label, inserting the caveat as a footer, saving as photo file name and then I will mass convert to PDF and create the bookmarks)

Any help would be appreciated. Oh yeah, I have to have it done by tomorrow.

OK - the caveat will be the same for all 250 pages so I can add that a a footer. Can the header be generated from file name some how?