The Capture Theory

This is a composite image of the small moons of Saturn Click on image for full size version (92K GIF) Image from: NASA

One sign that a moon is really a captured asteroid is that it has a non-spherical shape, that is, an angular shape like a rock and not rounded like a planet. Moons such as these are the two moons of Mars; Phobos and Deimos. Another sign that a moon may be captured is if it orbits in a direction opposite to that of the mother planet. An example of a moon of this kind is Neptune's moon Triton.

The Earth's moon is both rounded in shape and pro-grade in it's orbital direction. These are the most direct pieces of evidence that the Moon is not a captured object. If the Moon were a captured object it would explain why the Moon and the Earth do not appear to be made of the same material.