Odd...what app are you using to capture? In most apps you are either capturing a timecode range or crash capture. If you've got a timecode marked clip (with a timecode stripe that is not broken) then the capture be it in Media Express 2 or Premiere Pro will stop when the clip has finished capturing.
If you simple click to capture in the app it will not stop just because the tape runs out.
Are you using a different app that supports a "capture time limit" function?