There is no OTA 2.3 update for the Captivate. The only official AT&T upgrade was to 2.2.1. If you want to get on 2.3 you will need to root and flash a leaked 2.3 build or a custom ROM.
Rogers Captivates have an official update to 2.3.3, but unless you guys are Canadians... eh, then you either have to go custom and load the leaks, or continue to wait.