\documentclass{sig-alternate}

%\usepackage{caption}
\usepackage{listings}

\begin{document}

\title{The Title}

\numberofauthors{1}
\author{
\alignauthor
       John Doe\\
       \affaddr{Lorem ispum}\\
       \affaddr{Lorem ispum}\\
       \affaddr{Lorem ipsum}\\
       \email{john.doe@example.com}
}
\date{30 July 1999}
\maketitle



\lstnewenvironment{mycode}[1][]
{
  \minipage[b]{0.3\textwidth}
  \lstset{
    captionpos=b,
    language=C,
    numbers=left,
    basicstyle=\tiny\ttfamily,
    columns=fullflexible,
    showstringspaces=false,
    numbersep=3pt,
    #1
  }
}
{
  \endminipage
}
\captionsetup[lstlisting]{font={small,tt}}

\begin{mycode}[title=Awesome C program,label=code:AwesomeC]
  int main(int argc, char* argv[]) {
    return 0;
  }
\end{mycode}

If I use "caption" package, caption of the figure changes style (it is no longer bold). Otherwise I cannot change caption of the code...

\begin{figure}
  \centering
  This is a figure
  \caption{Caption of the figure}
\end{figure}

\end{document}