O.k. so this is shaping up to be really really boring, but if you want to make the caps lock key do something useful (I like to turn it into a control key) you can use this:
Option "XkbModel" "pc105"
Option "XkbLayout" "gb"
Option "XkbOptions" "ctrl:nocaps"
in your XF86config file. Of course if you are not using the X Windowing System then all that might be a bit greek to you. There is also a program for fiddling with registry settings on Windows XP which seems to do the trick but I forget the name.