If the source information must not follow possible modifications made beforehand to the caption layout, I agree with Peter Grill's solution; however, I'd like to propose an alternative solution using the caption* command from the caption package; with this approach, the additional (unnumbered, unlisted) caption will also be sensible to modifications made to the caption layout.
Consider the following example: the first image shows that the source doesn't obey the 7cm width declared for captions; in the second image (using \caption*), the source will obey the 7cm modification:
\documentclass{article}
\usepackage[demo]{graphicx}
\usepackage{caption}
\usepackage{url}
\captionsetup[figure]{width=7cm}
\begin{document}
\begin{figure}
\centering
\includegraphics[width=70mm]{figure3}
\caption{TITLE OF IMAGE}
\small source by:\url{www.aly-abbara.com/livre_gyn_obs/images/testosterone_DHT.html}
\label{figure3}
\end{figure}
\begin{figure}
\centering
\includegraphics[width=70mm]{figure3}
\caption{TITLE OF IMAGE}
\caption*{\small source by:\url{www.aly-abbara.com/livre_gyn_obs/images/testosterone_DHT.html}}
\label{figure4}
\end{figure}
\end{document}

{}). I took the liberty to format you post a little. See this link for more details on available formatting. – Peter Grill Apr 19 '12 at 3:24\documentclassand the appropriate packages so that those trying to help don't have to recreate it. – Peter Grill Apr 19 '12 at 3:25