VE][65] Grouping an image and <p> tag together within a link

I got the message "document type does not allow element "p" here;"

 

I have a 3 x 2 row of catgories (see below) and I understand that I cannot have a <p> tag placed here but what else can I do to change this? 

 

I require the image and text to be grouped as a link together?

 

http://www.sportfocus.com/

 

<div class="category">
            <a href="corporate/web_design.html">
             <img src="corporate/images/web.jpg" alt="Web Design" />
                <p>Web Design</p>
            </a>
            </div>
            
            <div class="category">
            <a href="corporate/membership.html">
             <img src="corporate/images/crm.jpg" alt="Membership / CRM" />
                <p>Membership / CRM</p>
            </a>
            </div>

 

Validating http://www.sportfocus.com/index.html
Error [65]: "document type does not allow element X here; missing one of Y start-tag"

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