I just told you how to get to download..if you see the little phone, a line and a little computer with the exclamation point in it when you try to power on normally, you're not totally bricked, you're just a bit hosed.
Read my instructions again, THAT is how you get to Download mode (big triangle with a shoveling Android). From there you can try flashing with Odin again.
There is NO WAY to get back to the Captivate firmware at this point (until somebody builds a ROM), but you can flash the Vibrant firmware (.pit and PDA only!) and get (mostly) running again.
If you just copied an update.zip, went into recovery and ran it, and that's why you're bricked, I can understand you not knowing what Odin is. Go to XDA's i9000 development forum, read the 'how to' on flashing the Galaxy S, it's the same process for the Captivate. Links to all the software you need are there.
And for everyone else reading this...if you didn't understand what I was talking about, that's a pretty good indication you shouldn't be doing things in recovery mode just yet.