Captcha doesn't work

Hello.

My Forum is allready working well but there are no captchas.
I choose a few captcha-settings and there is a captcha-input-field but there is no captcha-img.

There should be a folder "captcha" in the ../components/com_joocm/images...-directory, shouldn't it?

But there is no one.

GD libraries is running.
PHP Version 5.2.12-nmm1.

Please tell me, what i have to do, to get my captchas!

greetz Epozz