Figure numbering AND paragraph numbering in the same document

Hi everyone,
I have a document with both figure numbering and paragraph numbering. So let say I am in section 4, then the first paragraph would be "4.1. Introduction" and the first picture would be "Figure 4.1: Cool pics".
I created two different lists, one for the figure and another one for the text so that figure numbers and paragraph number don't conflict. However I cannot add the section number in the figure numbering since it's on the other list... I tried to have the figure numbering and paragraph numbering in the same list, but then the numbers conflict (e.g it gives 4.1 Introduction and Figure 4.2: Cool pics).
Can anyone help me, doing what I want (which is "4.1. Introduction" and "Figure 4.1: Cool pics")? Any help would be appreciated.
Thanks!
ps: I am using Indesign CS5.5 on a pc

Thanks for your answer Jump_Over, but my project is already divided into chapters (themselves divided in sections) in a book.
I found a way around by having the figure numbering in the same list as the paragraph numbering, the twist : while I use level 1 to 4 in paragraph numbering, I use level 5 for figure numbering with a numbering definition like ^1.^#, so no more conflict between numbers.
It's working fine so far...

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