Harbour master = Capitán de Puerto a.k.a. Port Authority
Skipper, Captain = Capitán
Naval Captain = Capitán de la Marina
Good luck!

Sorry, Beatriz, this is probably too late to be of any use for your yacht club speech, but perhaps it may help others in the future.

A Capitán Marítimo, in Spain, is the head or director (either word could be used) of a Capitanía Marítima. For the latter, in a previous ProZ question, the translation "Harbour Master's Office" was chosen, and the asker actually said that the client agreed with this translation:
http://www.proz.com/kudoz/spanish_to_english/ships_sailing_m...
According to this, a Capitán Marítimo would be a Harbour Master, as gallagy2 says. But I think this is wrong.

A harbour master (often written as one word) is responsible for a port: he/she is the head of a port authority:
"A harbourmaster (or harbormaster, see spelling differences) is an official responsible for enforcing the regulations of a particular harbour or port, in order to ensure the safety of navigation, the security of the harbour and the correct operation of the port facilities."
http://en.wikipedia.org/wiki/Harbourmaster
As Mónica says, this is a capitán de puerto in Spanish. It may be that in some countries a capitán marítimo is responsible for a port, but this is definitely not the case in Spain.

In Spain, as your question suggests, a capitanía marítima covers the waters off a stretch of coast normally corresponding to a whole province (there are certain exceptions, notably in Galicia). Each capitanía marítima consists of between two and eight smaller areas called distritos marítimos. In a recent question, I suggested, and you accepted, the translation "maritime zone" for "distrito marítimo".
http://www.proz.com/kudoz/spanish_to_english/ships_sailing_m...

These are merchant (non-military) shipping divisions, and the capitán marítimo is a civilian authority responsible to the Ministerio de Fomento. Here is a description of the nature and responsibilities of capitanías marítimas and distritos marítimos:
http://www.fomento.gob.es/MFOM/LANG_CASTELLANO/DIRECCIONES_G...
And here is a list of all of them:
http://www.fomento.gob.es/MFOM/LANG_CASTELLANO/DIRECCIONES_G...

So a capitán marítimo is responsible for much more than a port. Within each capitanía marítima there will be many ports, each with its own harbour master.

I think the best term to use for this in English is Maritime Authority. This translation is used in certain sites; for example:

"The majority of Capitania[s] Maritima[s] (Maritime Authorities) are able to register/re-register vessels."
http://balearics.angloinfo.com/information/35/sailing.asp

"Para alquilar un barco , si el título de patrón no se ha obtenido en España, es necesario presentar una autorización de la Capitanía Marítima competente"
http://www.spain.info/resultadosBusqueda/resultadosBusqueda....
"To rent a boat , if your sailing license was obtained outside Spain, you must present a permit from the corresponding Maritime Authority"
http://www.spain.info/resultadosBusqueda/resultadosBusqueda....

In your case, your could say "Director (or Head) of the Provincial Maritime Authority of Alicante" (or whatever province it is). In general, however, it would be best to call these things just "Maritime Authorities", without "Provincial", since some of them do not correspond to provinces (see Fomento list cited above).

I hope this helps!

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Note added at 11 hrs (2011-05-08 00:38:38 GMT)
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In response to gallagy2's latest comment (and in the friendliest possible spirit!), the sentence quoted, "la Dirección General de la Marina Mercante cuenta, en cada uno de los puertos donde se desarrolla un determinado nivel de navegación o donde lo requiere las condiciones de seguridad marítima, con una Capitanía Marítima", no longer applies.

Before 2007, there was a Capitanía Marítima based in every major port, as this sentence says. But the Real Decreto 638/2007, de 18 de mayo, redefined the Capitanía Marítima and introduced the current system, whereby minor capitanías marítimas were renamed "distritos marítimos", and the term "Capitanía Marítima" was reserved for major province-wide areas incorporating a number of "distritos", as I have said:

"Para ello, este real decreto modifica el modelo de Capitanías Marítimas creado por el Real Decreto 1246/1995 de 14 de julio, procediendo a la supresión de las Capitanías de segunda y tercera categorías, de forma que únicamente exista un tipo de Capitanías Marítimas, cuyo ámbito geográfico de competencias se establece con sujeción a los parámetros técnicos recogidos en el artículo 88.1 de la Ley 27/1992, de 24 de noviembre.
El lugar de las antiguas Capitanías Marítimas de segunda y tercera categoría es ocupado por los Distritos Marítimos"
http://www.fomento.gob.es/NR/rdonlyres/52021E5E-8940-49BF-B6...

I do not think even the former "capitanñias marítimas de segunda y tercera categoría", now called "distritos marítimos", can properly be called "harbourmasters' offices", because although they are based in a port, their area of responsibility extends well beyond the port and its approaches (many cover 50-100 km of coastal waters, some more). I have called them "maritime zones", and I think that's a suitable term. But the current "capitanías marítimas", responsible for the waters of a whole province, certainly cannot be called that, in my opinion. I still think "Maritime Authority" is the best term.

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Note added at 12 hrs (2011-05-08 01:04:56 GMT)
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The term "Maritime Authority" sometimes denotes a single body covering a whole country (such as the UK's Maritime and Coastguard Authority), but by no means always. The term is quite often applied to a port authority (as in Portugal and Chile, for example). In the US there are a number of local "maritime authorities", as well as a federal Maritime Administration administered by the Department of Transportation. China has provincial maritime authorities. And Australia, another federal state, also has local maritime authorities:

"Ryan recommends three vital information resources for boat owners preparing for a storm: the Bureau of Meteorology website, your local maritime authority or council and, best of all, your fellow boat owners in the area."
http://www.clubmarine.com.au/internet/clubmarine.nsf/docs/mg...